Encyclopedia of Optimization
2009, Part 19, 3736-3743, DOI: 10.1007/978-0-387-74759-0_646

Stochastic Bilevel Programs
SBP

Laura Wynter

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Abstract

Keywords
Principal Features of Bilevel Programs
Examples of Bilevel Programs
Properties of the Stochastic Bilevel Program
Algorithms for Stochastic Bilevel Programs
See also
References

Keywords   Stochastic programming  -  Mathematical program with equilibrium constraints  -  Stackelberg game  -  Hierarchical optimization  -  Variational inequality problem  -  Nondifferentiable nonconvex program