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.
SIAM, 2009
2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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math.OC 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
A hybrid switching approach integrates Direct Search into model-based derivative-free optimization, with a convergence proof for single-objective cases and empirical gains on ML tasks and CUTEr benchmarks.
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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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Enhancing Model Based Derivative Free Optimization using Direct Search
A hybrid switching approach integrates Direct Search into model-based derivative-free optimization, with a convergence proof for single-objective cases and empirical gains on ML tasks and CUTEr benchmarks.