Optimal strategies for bilevel dynamic problems

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dc.contributor.author Ye, Jane J.
dc.date.accessioned 2009-09-02T18:34:08Z
dc.date.available 2009-09-02T18:34:08Z
dc.date.copyright 1993 en
dc.date.issued 2009-09-02T18:34:08Z
dc.identifier.uri http://hdl.handle.net/1828/1717
dc.description.abstract In this paper we study the bilevel dynamic problem, which is a heierarchy [sic] of two dynamic optimization problems where the constraint region of the upper level problem is determined implicitly by the solution to the lower level optimal control problem. To obtain optimality conditions, we reformulate the bilevel dynamic problem as a single level optimal control problem which involves the value function of the lower level problem. Sensitivity analysis of the lower level problem with respect to the perturbation in the upper level decision variable is given and first order necessary optimality conditions are derived by using nonsmooth analysis. en
dc.description.sponsorship NSERC grant WFA 0123160 en
dc.language.iso en en
dc.relation.ispartofseries DMS-645-IR en
dc.subject necessary conditions en
dc.subject bilevel optimal control problems en
dc.subject sensitivity analysis en
dc.subject nonsmooth analysis en
dc.subject value function en
dc.title Optimal strategies for bilevel dynamic problems en
dc.type Technical Report en

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