A special linear, three-level optimization problem is considered where the reaction of the third-level decision maker influences the objective functions of both decision makers on the first and the second level via its optimal objective function value. For this problem, existence of an optimal solution as well as its computation are investigated.
- Bilevel optimization
- Hierarchical optimization
- Necessary optimality conditions
- Solution algorithms
- Three-level optimization
- 5.02.PE OPERATIONS RESEARCH & MANAGEMENT SCIENCE
- 1.01.PN MATHEMATICS, APPLIED