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Bilevel programming and price setting problems

Author

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  • Martine Labbé

    (Université Libre de Bruxelles)

  • Alessia Violin

    (Université Libre de Bruxelles)

Abstract

This paper is devoted to pricing optimization problems which can be modeled as bilevel programs. We present the main concepts, models and solution methods for this class of optimization problems.

Suggested Citation

  • Martine Labbé & Alessia Violin, 2016. "Bilevel programming and price setting problems," Annals of Operations Research, Springer, vol. 240(1), pages 141-169, May.
    • Handle: RePEc:spr:annopr:v:240:y:2016:i:1:d:10.1007_s10479-015-2016-0
    DOI: 10.1007/s10479-015-2016-0
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    References listed on IDEAS

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    Cited by:

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    2. Acuna, Jorge A. & Zayas-Castro, Jose L. & Feijoo, Felipe, 2022. "A bilevel Nash-in-Nash model for hospital mergers: A key to affordable care," Socio-Economic Planning Sciences, Elsevier, vol. 83(C).
    3. Beck, Yasmine & Ljubić, Ivana & Schmidt, Martin, 2023. "A survey on bilevel optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 311(2), pages 401-426.
    4. Soares, Inês & Alves, Maria João & Antunes, Carlos Henggeler, 2020. "Designing time-of-use tariffs in electricity retail markets using a bi-level model – Estimating bounds when the lower level problem cannot be exactly solved," Omega, Elsevier, vol. 93(C).
    5. Nicola Basilico & Stefano Coniglio & Nicola Gatti & Alberto Marchesi, 2020. "Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 8(1), pages 3-31, March.
    6. Çalcı, Baturay & Leibowicz, Benjamin D. & Bard, Jonathan F. & Jayadev, Gopika G., 2024. "A bilevel approach to multi-period natural gas pricing and investment in gas-consuming infrastructure," Energy, Elsevier, vol. 303(C).
    7. Casorrán, Carlos & Fortz, Bernard & Labbé, Martine & Ordóñez, Fernando, 2019. "A study of general and security Stackelberg game formulations," European Journal of Operational Research, Elsevier, vol. 278(3), pages 855-868.
    8. Leal, Marina & Ponce, Diego & Puerto, Justo, 2020. "Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs," European Journal of Operational Research, Elsevier, vol. 284(2), pages 712-727.
    9. Ivan Eryganov & Radovan Šomplák & Dušan Hrabec & Josef Jadrný, 2023. "Bilevel programming methods in waste-to-energy plants' price-setting game," Operational Research, Springer, vol. 23(2), pages 1-37, June.
    10. Burcu Beykal & Styliani Avraamidou & Ioannis P. E. Pistikopoulos & Melis Onel & Efstratios N. Pistikopoulos, 2020. "DOMINO: Data-driven Optimization of bi-level Mixed-Integer NOnlinear Problems," Journal of Global Optimization, Springer, vol. 78(1), pages 1-36, September.

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