A λ-cut approximate algorithm for goal-based bilevel risk management systems
Bilevel programming techniques a re developed for decentralised decision problems with decision makers located in two levels. Both upper and lower decision makers, termed as leader and follower, try to optimize their own objectives in solution procedure but are affected by those of the other levels....
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
World Scientific Publishing
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/12766 |