Optimal Strategies For Bilevel Dynamic Problems
نویسندگان
چکیده
منابع مشابه
Optimal Strategies for Bilevel Dynamic Problems∗
In this paper we study the bilevel dynamic problem, which is a hierarchy of two dynamic optimization problems, where the constraint region of the upper level problem is determined implicitly by the solutions to the lower level optimal control problem. To obtain optimality conditions, we reformulate the bilevel dynamic problem as a single level optimal control problem that involves the value fun...
متن کاملDiscrete Bilevel Optimization Problems
Bilevel programming problems are hierarchical optimization problems in which the feasible set is determined by the set of optimal solutions of a second, parametric optimization problem. In this paper we consider problems where this second problem is a discrete one. We start with addressing the problem of the existence of optimal solutions. Then, an algorithm is proposed solving these problems. ...
متن کاملDynamic consistency for stochastic optimal control problems
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step t0, the decision maker formulates an optimization problem that yields optimal decision rules for all the forthcoming time step t0, t1, . . . , T ; at the next time step t1, he is able to formulate a new optimiza...
متن کاملA New Optimal Solution Concept for Fuzzy Optimal Control Problems
In this paper, we propose the new concept of optimal solution for fuzzy variational problems based on the possibility and necessity measures. Inspired by the well–known embedding theorem, we can transform the fuzzy variational problem into a bi–objective variational problem. Then the optimal solutions of fuzzy variational problem can be obtained by solving its corresponding biobjective variatio...
متن کاملAlgorithms for Bilevel Pseudomonotone Variational Inequality Problems
We propose easily implementable algorithms for minimizing the norm with pseudomonotone variational inequality constraints. This bilevel problem arises in the Tikhonov regularization method for pseudomonone variational inequalities. Since the solution set of the lower variational inequality is not given explicitly, the available methods of mathematical programming and variational inequality can ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 1997
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012993256150