Abstract
This study proposes a method for dealing with interval bilevel programming. The generalized possibility degree formula is utilized to cope with interval inequality constraints involved in interval bilevel programming. Then several types of equivalent bilevel programming models for interval bilevel programming can be established according to several typical possibility degree formulas which are corresponding to different risk attitudes of decision makers. Finally, a computational example is provided to illustrate the proposed method.
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Acknowledgments
This work was supported by National Natural Science Foundation of China (No.61602010), Natural Science Basic Research Plan in Shaanxi Province of China (No.2017JQ6046) and Science Foundation of the Education Department of Shaanxi Province of China (No.17JK0047).
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Ren, A., Xue, X. (2019). Solving Interval Bilevel Programming Based on Generalized Possibility Degree Formula. In: Krömer, P., Zhang, H., Liang, Y., Pan, JS. (eds) Proceedings of the Fifth Euro-China Conference on Intelligent Data Analysis and Applications. ECC 2018. Advances in Intelligent Systems and Computing, vol 891. Springer, Cham. https://doi.org/10.1007/978-3-030-03766-6_44
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DOI: https://doi.org/10.1007/978-3-030-03766-6_44
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