Browsing by Author "Kuhn, D."
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Decision rule bounds for two-stage stochastic bilevel programs
Yanıkoğlu, İhsan; Kuhn, D. (Society for Industrial and Applied Mathematics Publications, 2018)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 ...
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