Browsing by Author "Kuhn, D."

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    Decision rule bounds for two-stage stochastic bilevel programs
    (Society for Industrial and Applied Mathematics Publications, 2018) Yanıkoğlu, İhsan; Kuhn, D.; Industrial Engineering; YANIKOĞLU, Ihsan
    We 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.