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Algorithm for Linear Stochastic Bilevel Problems

Language EnglishEnglish
Book Paperback
Book Algorithm for Linear Stochastic Bilevel Problems Henkel Charlotte
Libristo code: 02844977
Publishers Sudwestdeutscher Verlag Fur Hochschulschriften AG, October 2015
Linear stochastic bilevel problems -although explained quickly- pose some difficulties when it comes... Full description
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34.75 €
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Linear stochastic bilevel problems -although explained quickly- pose some difficulties when it comes to solving, even without the stochasticity. The aim of this work is to find a technique that allows for the use of decomposition methods known from stochastic programming in the framework of linear stochastic bilevel problems. The uncertainty is modeled as a discrete, finite distribution on some probability space. Two approaches are made, one using the optimal value function of the lower level, whereas the second technique utilizes the Karush-Kuhn-Tucker conditions of the lower level. Using the latter approach, an integer-programming based algorithm for the global resolution of these problems is presented and evaluated.

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About the book

Full name Algorithm for Linear Stochastic Bilevel Problems
Author Henkel Charlotte
Language English
Binding Book - Paperback
Date of issue 2015
Number of pages 120
EAN 9783838150376
ISBN 3838150376
Libristo code 02844977
Publishers Sudwestdeutscher Verlag Fur Hochschulschriften AG
Weight 186
Dimensions 152 x 229 x 7

Categories

Mathematics & Science > Mathematics
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