Search found 2 matches
- 6 years ago
- Forum: Modeling
- Topic: Stochastic bilevel model
- Replies: 3
- Views: 3649
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 ...
- 6 years ago
- Forum: Modeling
- Topic: Stochastic bilevel model
- Replies: 3
- Views: 3649
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...