Author
Yanıkoğlu, İhsan, Kuhn, D.
Publication Date
2018
Publication Place
-
Society for Industrial and Applied Mathematics Publications
Subject
Bilevel programming, Stochastic programming, Decision rules
Type
Periodical
Language
English
Digital
Yes
Manuscript
No
Library
Özyeğin University
Library Asset ID
1052-6234
Record ID
916d5bb6-75f0-4f26-af08-89f14401e56d
Library Location
Industrial Engineering
Date
2018
Notes
TÜBİTAK ; Swiss National Science Foundation ; École Polytechnique Fédérale de Lausanne
Sample Text
We study two-stage stochastic bilevel programs where the leader chooses a binary here-and-now decision and the follower responds with a continuous wait-and-see decision. Using modern decision rule approximations, we construct lower bounds on an optimistic version and upper bounds on a pessimistic version of the leader's problem. Both bounding problems are equivalent to explicit mixed-integer linear programs that are amenable to efficient numerical solution. The method is illustrated through a facility location problem involving sellers and customers with conflicting preferences.
DOI
10.1137/16M1098486
Cilt
28
