,
Graphes et optimisation mathématique ,
UMR CNRS 5506 LIRMM, p.34392 ,
, We will formulate a general stylized model that can, in principle, account for a variety of management questions such as unit-commitment. The resulting model, a bilevel stochastic mixed integer program will be numerically tackled through a novel preprocessing procedure. As a result the solution for the bilevel (or single leader multiple follower) problem will be neither "optimistic" nor "pessimistic
, Integer programming, power generation, bilevel optimization, stochastic optimization, single leader multiple follower games
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