An exact finite-time convergent algorithm is proposed for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation, relaxation for scenario decomposition, and stochastic subgradient optimality cuts.
and Sharma, Mayank and Sviridenko, Maxim , title =
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An Exact Algorithm for Mixed-Integer Bilevel Stochastic Problem
An exact finite-time convergent algorithm is proposed for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation, relaxation for scenario decomposition, and stochastic subgradient optimality cuts.