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.
Henkel, An algorithm for global resolution of linear stochastic bil evel programs, PhD thesis, University of Duisburg-Essen (2014)
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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.