线性二层决策问题的期望收益模型及算法

下层反应不唯一时 ,如何确定二层线性决策问题最优策略为一非确定型决策问题 .对此类问题 ,本文通过引入领导者对追随者合作程度的期望系数 ,提出期望收益模型 .利用双罚函数把该问题转换为一单层次优化问题 ,并提出一种求解问题的全局优化算法 .应用此模型分析二层线性问题可知 :对存在不确定性反应的二层决策问题 ,下层追随者与上层领导者的合作态度是领导者确定其最优策略的关键 ;对下层追随者而言 ,某些情况下 ,采取与领导者部分合作的态度对其自身收益的提高是合理的

An expected-return model for linear bilevel problems with uncertain reaction and its solution procedure

This paper proposes an expected return model for linear bilevel problems with uncertain reaction from follower. Using double penalty functions, the bilevel problem is transformed into a single level optimization problem. A global optimization procedure is developed to find the optimal decision. It is shown that using this model, the degree of co operation from the follower plays a key role for the leader to determine his optimal strategy, and that the follower with a partial co operation with the leader may have his most favorlte outcome