Develops existence, optimality, stability, and reformulation theory for bilevel linear programs with stochastic lower-level right-hand sides using coherent risk measures and dominance constraints.
Pflug, Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk, In: S.P
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Bilevel Optimization under Uncertainty
Develops existence, optimality, stability, and reformulation theory for bilevel linear programs with stochastic lower-level right-hand sides using coherent risk measures and dominance constraints.