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dc.contributor.authorYanıkoğlu, İhsan
dc.contributor.authorKuhn, D.
dc.date.accessioned2018-10-01T17:25:35Z
dc.date.available2018-10-01T17:25:35Z
dc.date.issued2018
dc.identifier.issn1052-6234en_US
dc.identifier.urihttp://hdl.handle.net/10679/5989
dc.identifier.urihttps://epubs.siam.org/doi/10.1137/16M1098486
dc.descriptionDue to copyright restrictions, the access to the full text of this article is only available via subscription.
dc.description.abstractWe study two-stage stochastic bilevel programs where the leader chooses a binary here-and-now decision and the follower responds with a continuous wait-and-see decision. Using modern decision rule approximations, we construct lower bounds on an optimistic version and upper bounds on a pessimistic version of the leader's problem. Both bounding problems are equivalent to explicit mixed-integer linear programs that are amenable to efficient numerical solution. The method is illustrated through a facility location problem involving sellers and customers with conflicting preferences. Read More: https://epubs.siam.org/doi/10.1137/16M1098486en_US
dc.description.sponsorshipTÜBİTAK ; Swiss National Science Foundation ; École Polytechnique Fédérale de Lausanne
dc.language.isoengen_US
dc.publisherSociety for Industrial and Applied Mathematics Publicationsen_US
dc.relationinfo:turkey/grantAgreement/TUBITAK/115C100
dc.relation.isformatofSIAM Journal on Optimization
dc.rightsrestrictedAccess
dc.titleDecision rule bounds for two-stage stochastic bilevel programsen_US
dc.typeArticleen_US
dc.peerreviewedyesen_US
dc.publicationstatusPublisheden_US
dc.contributor.departmentÖzyeğin University
dc.contributor.authorID234526
dc.contributor.authorID0000-0002-7216-4739
dc.contributor.ozuauthorYanıkoğlu, İhsan
dc.identifier.volume28en_US
dc.identifier.issue1en_US
dc.identifier.startpage198en_US
dc.identifier.endpage222en_US
dc.identifier.wosWOS:000424527900008
dc.identifier.doi10.1137/16M1098486en_US
dc.subject.keywordsBilevel programmingen_US
dc.subject.keywordsStochastic programmingen_US
dc.subject.keywordsDecision rulesen_US
dc.identifier.scopusSCOPUS:2-s2.0-85049723215
dc.contributor.authorMale1


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