A survey on bilevel optimization under uncertainty

• Published in: European journal of operational research Vol. 311; no. 2; pp. 401 - 426
• Main Authors: Beck, Yasmine, Ljubić, Ivana, Schmidt, Martin
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.12.2023
• Subjects: (R) uncertainty modeling; Bilevel optimization; Bounded rationality; Optimization under uncertainty; Survey; Bilevel optimization; Survey; Optimization under uncertainty; (R) uncertainty modeling; Bounded rationality

•A summary of recent works on bilevel optimization under uncertainty is given.•Data uncertainties in both levels are modeled using stochastic/robust techniques.•In bilevel optimization, the players’ decisions can also be subject to uncertainty.•We address limited observability, near-optimal lower-le...