An exact finite-time convergent algorithm is proposed for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation, relaxation for scenario decomposition, and stochastic subgradient optimality cuts.
Downstream protection value: Detecting critical zones for effective fuel-treatment under wildfire risk
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An Exact Algorithm for Mixed-Integer Bilevel Stochastic Problem
An exact finite-time convergent algorithm is proposed for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation, relaxation for scenario decomposition, and stochastic subgradient optimality cuts.