Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function

• Onur Tavaslıoğlu

  Onur Tavaslıoğlu

  https://orcid.org/0000-0001-5905-2356

  Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania 15260;

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  ,
• Oleg A. Prokopyev

  Oleg A. Prokopyev

  https://orcid.org/0000-0003-2888-8630

  Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania 15260;

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  ,
• Andrew J. Schaefer

  Corresponding Author

  Andrew J. Schaefer

  http://orcid.org/0000-0002-0379-741X

  Department of Computational and Applied Mathematics, Rice University, Houston, Texas 77005

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