Optimal strategies for bilevel dynamic problems

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dc.contributor.authorYe, Jane J.
dc.date.accessioned2009-09-02T18:34:08Z
dc.date.available2009-09-02T18:34:08Z
dc.date.copyright1993en
dc.date.issued2009-09-02T18:34:08Z
dc.description.abstractIn 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.sponsorshipNSERC grant WFA 0123160en
dc.identifier.urihttp://hdl.handle.net/1828/1717
dc.language.isoenen
dc.relation.ispartofseriesDMS-645-IRen
dc.subjectnecessary conditions
dc.subjectbilevel optimal control problems
dc.subjectsensitivity analysis
dc.subjectnonsmooth analysis
dc.subjectvalue function
dc.subjecttechnical reports (mathematics and statistics)
dc.subject.departmentDepartment of Mathematics and Statistics
dc.titleOptimal strategies for bilevel dynamic problemsen
dc.typeTechnical Reporten

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