Stochastic problem of competitive location of facilities with quantile criterion

Аннотация

A stochastic problem of facility location formulated as a discrete bilevel problem of stochastic programming with quantile criterion was proposed. Consideration was given there to a pair of competitive players successively locating facilities with the aim of maximizing their profits. For the case of discrete distribution of the random consumer demands, it was proposed to reduce the original problem to the deterministic problem of bilevel programming. A method to calculate the value of the objective function under fixed leader strategy and procedures to construct the upper and lower bounds of the optimal value of the objective function were proposed.