Methods for Pessimistic Bilevel Optimization
June Liu (),
Yuxin Fan (),
Zhong Chen () and
Yue Zheng ()
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June Liu: Huaibei Normal University
Yuxin Fan: Huazhong University of Science and Technology
Zhong Chen: Yangtze University
Yue Zheng: Huaibei Normal University
Chapter Chapter 14 in Bilevel Optimization, 2020, pp 403-420 from Springer
Abstract:
Abstract Pessimistic bilevel optimization represents an attractive tool to model risk-averse hierarchy problems, and would provide strong ability of analysis for the risk-averse leader. The goal of this chapter is to provide a extensive review on pessimistic bilevel optimization from basic models, definitions and properties to solution approaches. It will directly support researchers in understanding theoretical research results, designing solution algorithms in relation to pessimistic bilevel optimization.
Keywords: Pessimistic bilevel optimization; Stackelberg game; Risk-averse (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-52119-6_14
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DOI: 10.1007/978-3-030-52119-6_14
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