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On a general problem of stochastic programming

โœ Scribed by Yu. M. Ermol'ev


Publisher
Springer US
Year
1974
Tongue
English
Weight
274 KB
Volume
7
Category
Article
ISSN
1573-8337

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On a stochastic bilevel programming prob
โœ Stefanie Kosuch; Pierre Le Bodic; Janny Leung; Abdel Lisser ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 160 KB

## Abstract In this article, a mixed integer bilevel problem having a probabilistic knapsack constraint in the first level is proposed. The problem formulation is mainly motivated by practical pricing and service provision problems as it can be interpreted as a model for the interaction between a s