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• W2961073466 abstract "We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome can be modeled by a random variable, which gives rise to a broad spectrum of models involving coherent or convex risk measures and stochastic dominance constraints. We outline Lipschitzian properties, conditions for existence and optimality, as well as stability results. Moreover, for finite discrete distributions, we discuss the special structure of equivalent deterministic bilevel programs and its potential use to mitigate the curse of dimensionality." @default.
• W2961073466 created "2019-07-23" @default.
• W2961073466 creator A5036787665 @default.
• W2961073466 creator A5038672269 @default.
• W2961073466 date "2019-07-08" @default.
• W2961073466 modified "2023-09-27" @default.
• W2961073466 title "Bilevel Optimization under Uncertainty" @default.
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• W2961073466 hasPublicationYear "2019" @default.
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