Necessary conditions for bilevel dynamic optimization problems

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dc.contributor.authorYe, Jane J.
dc.date.accessioned2009-09-10T15:48:36Z
dc.date.available2009-09-10T15:48:36Z
dc.date.copyright1993en
dc.date.issued2009-09-10T15:48:36Z
dc.description.abstractIn this paper we study the bilevel dynamic optimization problem, which is a hierarchy of two optimization problems where the constraint region of the upper level problem is determined implicitly by the solution to the lower level problem and where the upper level decision variable is a vector while the lower level decision variable is an admissible control function. To obtain optimality conditions, we reformulate the bilevel dynamic optimization 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.sponsorshipNSERC Grant WFA 0123160en
dc.identifier.urihttp://hdl.handle.net/1828/1746
dc.language.isoenen
dc.relation.ispartofseriesDMS-626-IRen
dc.subjectnecessary conditions
dc.subjectbilevel dynamic optimization problems
dc.subjectsensitivity analysis
dc.subjectnonsmooth analysis
dc.subjectvalue functions
dc.subjecttechnical reports (mathematics and statistics)
dc.subject.departmentDepartment of Mathematics and Statistics
dc.titleNecessary conditions for bilevel dynamic optimization problemsen
dc.typeTechnical Reporten

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