Abstract:We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a hereand-now fashion, while the follower has complete information. In this setting, the leader's outcome can be modeled by a random variable, which gives rise to a broad spectrum of models involving coherent or convex risk measures and stochastic dominance constraints. We outline Lipschitzian properties, conditions for existence and optimality, as well as stability results. Mor… Show more
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