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.
The bilevel programming problem: reformulations, constraint qualifications and optimality conditions.Mathematical Programming, 138(1):447– 473
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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.