The paper defines the ambiguity premium Δ_ε(x) as the gap between pessimistic and optimistic upper-level values over ε-optimal follower responses and provides bounds plus a screening workflow to trace robustness-efficiency frontiers in bilevel problems.
Rolling prediction model of closing price based on eemd data noise reduction and hgs-delm
2 Pith papers cite this work. Polarity classification is still indexing.
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math.OC 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
Workshop notes explain models, subproblems, globalization, and convergence assumptions for PIPA, monotone-LCP PIPA, implicit-programming, and PSQP algorithms applied to MPECs.
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A Diagnostic Framework for Implementation Risk in Bilevel Decision Problems: The Ambiguity Premium and the Robustness--Efficiency Frontier
The paper defines the ambiguity premium Δ_ε(x) as the gap between pessimistic and optimistic upper-level values over ε-optimal follower responses and provides bounds plus a screening workflow to trace robustness-efficiency frontiers in bilevel problems.
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Optimization Workshop Notes for Mathematical Programming with Equilibrium Constraints Algorithms: Penalty Interior-Point, Implicit-Programming, and Piecewise SQP
Workshop notes explain models, subproblems, globalization, and convergence assumptions for PIPA, monotone-LCP PIPA, implicit-programming, and PSQP algorithms applied to MPECs.