A Mathematical Programming Model of Decentralized Multi-Level Systems
研究了多层分散系统中各层目标不同时的决策问题,将双层线性规划扩展到多个决策者的双层系统和三层系统,并用数值例子说明求解技术。
In decentralized systems, the objectives at the different levels often differ. Each level controls only a subset of the decision variables but is affected by the decisions made at the other levels. Recent methods in bi-level linear programming solve such systems better than decomposition methods. Here, the bi-level LP is extended to a bi-level system with many decision-makers at the lower level, and a tri-level system with one decision-maker at each level. In both of these cases, the higher level acts as the leader and the lower level as the follower in the Stackelberg game. The resulting techniques are illustrated with simple numerical examples.