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Bilevel optimization 1 Inverse KKT method 1 Inverse optimization 1 Multiplicative weight update 1 Sequential games 1 Unknown follower data 1
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Free 1
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English 1
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Molan, Ioana 1 Schmidt, Martin 1 Thürauf, Johannes 1
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Mathematical Methods of Operations Research 1
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EconStor 1
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Learning the follower’s objective function in sequential bilevel games
Molan, Ioana; Schmidt, Martin; Thürauf, Johannes - In: Mathematical Methods of Operations Research 102 (2026) 2-3, pp. 291-323
We consider bilevel optimization problems in which the leader has no or only partial knowledge about the objective function of the follower. The studied setting is a sequential one in which the bilevel game is played repeatedly. This allows the leader to learn the objective function (values) of...
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