全球智库信息集成服务系统(G2TT): Modeling of Competition and Collaboration Networks under Uncertainty: Stochastic Programs with Resource and Bilevel.

G2TT

来源类型	Monograph (IIASA Interim Report)
规范类型	报告
	Modeling of Competition and Collaboration Networks under Uncertainty: Stochastic Programs with Resource and Bilevel.
	Gaivoronski AA; Werner A
发表日期	2007
出版者	IIASA, Laxenburg, Austria: IR-07-041
出版年	2007
语种	英语
摘要	We analyze stochastic programming problems with recourse characterized by a bilevel structure. Part of the uncertainty in such problems is due to actions of other actors such that the considered decision maker needs to develop a model to estimate their response to his decisions. Often, the resulting model exhibits connecting constraints in the leaders (upper-level) subproblem. It is shown that this problem can be formulated as a new class of stochastic programming problems with equilibrium constraints (SMPEC). Sufficient optimality conditions are stated. A solution algorithm utilizing a stochastic quasi-gradient method is proposed, and its applicability extensively explained by practical numerical examples.
主题	Integrated Modeling Environment (IME)
URL	http://pure.iiasa.ac.at/id/eprint/8416/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/125582
推荐引用方式 GB/T 7714	Gaivoronski AA,Werner A. Modeling of Competition and Collaboration Networks under Uncertainty: Stochastic Programs with Resource and Bilevel.. 2007.