2 papers
math.OC2025
Lipschitz continuity of expected value under decision-dependent uncertainty with moving support
John Cotrina, Gonzalo Flores, David Salas +1
This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters…
math.OC2024
Exploiting the polyhedral geometry of stochastic linear bilevel programming
Gonzalo Muñoz, David Salas, Anton Svensson
We study linear bilevel programming problems whose lower-level objective is given by a random cost vector with known distribution. We consider the case where this distribution is n…