期刊
INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS
卷 11, 期 1, 页码 725-736出版社
SPRINGERNATURE
DOI: 10.2991/ijcis.11.1.56
关键词
Bilevel optimization; Pessimistic formulation; Stackelberg games
资金
- National Natural Science Foundation of China [11501233]
Bilevel optimization are often addressed in an organizational hierarchy in which the upper level decision maker is the leader and the lower level decision maker is the follower. The leader frequently cannot obtain complete information from the follower. As a result, the leader most tends to be risk-averse, and then would like to create a safety margin to bound the damage resulting from the undesirable selection of the follower. 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. Since to the best of our knowledge, there is not a comprehensive review on pessimistic bilevel optimization, the goal of this paper is to provide a extensive review on pessimistic bilevel optimization from basic definitions and properties to solution approaches. Some real applications are also proposed. This survey will directly support researchers in understanding theoretical research results, designing solution algorithms and applications in relation to pessimistic bilevel optimization.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据