Algorithm for Linear Stochastic Bilevel Problems

Name: Algorithm for Linear Stochastic Bilevel Problems
Brand: Sudwestdeutscher Verlag Fur Hochschulschriften AG
SKU: 9783838150376
Price: 769 CZK
Availability: InStock

Autor: Henkel Charlotte

Jazyk:

Vazba: Brožovaná

Vydavatel: Sudwestdeutscher Verlag Fur Hochschulschriften AG

Dostupnost: Skladem u dodavatele

Odesíláme za 8-11 dnů

769 Kč

Linear stochastic bilevel problems -although explained quickly- pose some difficulties when it comes...

Informace o knize

Autor

Henkel Charlotte

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2015

Stránek

120

EAN

9783838150376

ISBN

3838150376

Enbook ID

02844977

Vydavatel

Sudwestdeutscher Verlag Fur Hochschulschriften AG

Hmotnost

186

Rozměry

152 x 229 x 7

Kompletní popis

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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Algorithm for Linear Stochastic Bilevel Problems

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