Search found 2 matches

by Felix K.
1 year ago
Forum: Modeling
Topic: Stochastic bilevel model
Replies: 3
Views: 916

Re: Stochastic bilevel model

Hey folks, after a few tests I believe, that the follower's objective function isn't being evaluated. This was tricky to find out since the optimal value of his profit, and obviously the lower bound, is zero. As I said before, both, the bilevel programming and stochastic programming worked on their ...
by Felix K.
1 year ago
Forum: Modeling
Topic: Stochastic bilevel model
Replies: 3
Views: 916

Stochastic bilevel model

Hello GAMS community, I'm trying to build a model that includes a Stackelberg game of a supplier and a retailer, the latter facing stochastic demand. My idea is a combination of bilevel programming and stochastic programming, both supported by EMP. The code I've created so far is running. The soluti...