IDEAS home Printed from https://ideas.repec.org/a/spr/joinma/v28y2017i3d10.1007_s10845-014-0985-5.html
   My bibliography  Save this article

Hybrid multilevel programming with uncertain random parameters

Author

Listed:
  • Hua Ke

    (Tongji University)

  • Junjie Ma

    (Tongji University)

  • Guangdong Tian

    (Northeast Forestry University)

Abstract

Multilevel programming is developed for modeling decentralized decision-making processes. For different management requirements and risk tolerances of different-level decision-makers, the decision-making criteria applied in different levels cannot be always the same. In this paper, a hybrid multilevel programming model with uncertain random parameters based on expected value model (EVM) and dependent-chance programming (DCP), named as EVM–DCP hybrid multilevel programming, is proposed. The corresponding concepts of Nash equilibrium and Stackelberg–Nash equilibrium are given. For some special case, an equivalent crisp mathematical programming is proposed. An approach integrating uncertain random simulations, Nash equilibrium searching approach and genetic algorithm is designed. Finally, a numerical experiment of uncertain random supply chain pricing decision problem is given.

Suggested Citation

  • Hua Ke & Junjie Ma & Guangdong Tian, 2017. "Hybrid multilevel programming with uncertain random parameters," Journal of Intelligent Manufacturing, Springer, vol. 28(3), pages 589-596, March.
    • Handle: RePEc:spr:joinma:v:28:y:2017:i:3:d:10.1007_s10845-014-0985-5
    DOI: 10.1007/s10845-014-0985-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10845-014-0985-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10845-014-0985-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jerome Bracken & James T. McGill, 1973. "Mathematical Programs with Optimization Problems in the Constraints," Operations Research, INFORMS, vol. 21(1), pages 37-44, February.
    2. Jerome Bracken & James T. McGill, 1974. "Technical Note—A Method for Solving Mathematical Programs with Nonlinear Programs in the Constraints," Operations Research, INFORMS, vol. 22(5), pages 1097-1101, October.
    3. Anderson, Edward J. & Bao, Yong, 2010. "Price competition with integrated and decentralized supply chains," European Journal of Operational Research, Elsevier, vol. 200(1), pages 227-234, January.
    4. Arora, S.R. & Gupta, Ritu, 2009. "Interactive fuzzy goal programming approach for bilevel programming problem," European Journal of Operational Research, Elsevier, vol. 194(2), pages 368-376, April.
    5. Omar Ben-Ayed & Charles E. Blair, 1990. "Computational Difficulties of Bilevel Linear Programming," Operations Research, INFORMS, vol. 38(3), pages 556-560, June.
    6. Guangquan Zhang & Jie Lu, 2010. "Fuzzy bilevel programming with multiple objectives and cooperative multiple followers," Journal of Global Optimization, Springer, vol. 47(3), pages 403-419, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Syed Aqib Jalil & Shakeel Javaid & Syed Mohd Muneeb, 2018. "A decentralized multi-level decision making model for solid transportation problem with uncertainty," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(5), pages 1022-1033, October.
    2. Mustapha Kaci & Sonia Radjef, 2023. "An adaptive method to solve multilevel multiobjective linear programming problems," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(3), pages 29-44.
    3. Ma, Y. & Li, Y.P. & Huang, G.H. & Zhang, Y.F. & Liu, Y.R. & Wang, H. & Ding, Y.K., 2022. "Planning water-food-ecology nexus system under uncertainty: Tradeoffs and synergies in Central Asia," Agricultural Water Management, Elsevier, vol. 266(C).
    4. Benoît Colson & Patrice Marcotte & Gilles Savard, 2007. "An overview of bilevel optimization," Annals of Operations Research, Springer, vol. 153(1), pages 235-256, September.
    5. Gabriel Lopez Zenarosa & Oleg A. Prokopyev & Eduardo L. Pasiliao, 2021. "On exact solution approaches for bilevel quadratic 0–1 knapsack problem," Annals of Operations Research, Springer, vol. 298(1), pages 555-572, March.
    6. Ashenafi Woldemariam & Semu Kassa, 2015. "Systematic evolutionary algorithm for general multilevel Stackelberg problems with bounded decision variables (SEAMSP)," Annals of Operations Research, Springer, vol. 229(1), pages 771-790, June.
    7. Aihong Ren & Yuping Wang, 2014. "A cutting plane method for bilevel linear programming with interval coefficients," Annals of Operations Research, Springer, vol. 223(1), pages 355-378, December.
    8. George E. Monahan, 1996. "Finding saddle points on polyhedra: Solving certain continuous minimax problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(6), pages 821-837, September.
    9. 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.
    10. Wang, Moran & Guo, Xiaolong & Wang, Shouyang, 2022. "Financial hedging in two-stage sustainable commodity supply chains," European Journal of Operational Research, Elsevier, vol. 303(2), pages 803-818.
    11. Lei Fang & Hecheng Li, 2013. "Lower bound of cost efficiency measure in DEA with incomplete price information," Journal of Productivity Analysis, Springer, vol. 40(2), pages 219-226, October.
    12. Li, Lin & Li, Guo, 2023. "Integrating logistics service or not? The role of platform entry strategy in an online marketplace," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 170(C).
    13. Matsui, Kenji, 2016. "Asymmetric product distribution between symmetric manufacturers using dual-channel supply chains," European Journal of Operational Research, Elsevier, vol. 248(2), pages 646-657.
    14. Sinha, Surabhi & Sinha, S. B., 2002. "KKT transformation approach for multi-objective multi-level linear programming problems," European Journal of Operational Research, Elsevier, vol. 143(1), pages 19-31, November.
    15. Yang, Shilei & Shi, Victor & Jackson, Jonathan E., 2015. "Manufacturers׳ channel structures when selling asymmetric competing products," International Journal of Production Economics, Elsevier, vol. 170(PB), pages 641-651.
    16. Xu, Jiuping & Song, Xiaoling & Wu, Yimin & Zeng, Ziqiang, 2015. "GIS-modelling based coal-fired power plant site identification and selection," Applied Energy, Elsevier, vol. 159(C), pages 520-539.
    17. Shuang Ma & Gang Du & Jianxin (Roger) Jiao & Ruchuan Zhang, 2016. "Hierarchical game joint optimization for product family-driven modular design," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(12), pages 1496-1509, December.
    18. Ali, Syed Mithun & Rahman, Md. Hafizur & Tumpa, Tasmia Jannat & Moghul Rifat, Abid Ali & Paul, Sanjoy Kumar, 2018. "Examining price and service competition among retailers in a supply chain under potential demand disruption," Journal of Retailing and Consumer Services, Elsevier, vol. 40(C), pages 40-47.
    19. Rebeca Ramirez Acosta & Chathura Wanigasekara & Emilie Frost & Tobias Brandt & Sebastian Lehnhoff & Christof Büskens, 2023. "Integration of Intelligent Neighbourhood Grids to the German Distribution Grid: A Perspective," Energies, MDPI, vol. 16(11), pages 1-16, May.
    20. Li, Tingting & Xie, Jinxing & Zhao, Xiaobo, 2015. "Supplier encroachment in competitive supply chains," International Journal of Production Economics, Elsevier, vol. 165(C), pages 120-131.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joinma:v:28:y:2017:i:3:d:10.1007_s10845-014-0985-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.