LEAL PALAZÓN , Marina

Los problemas de optimización combinatorios han sido ampliamente estudiados en la literatura especializada desde mediados del siglo pasado. No obstante, en las últimas décadas ha habido un cambio de paradigma en el tratamiento de problemas cada vez más realistas, en los que se incluyen fuentes de aleatoriedad e incertidumbre en los datos,...

Motivated by recent real-life applications in Location Theory in which the location decisions generate controversy, we propose a novel bilevel location model in which, on the one hand, there is a leader that chooses among a number of fixed potential locations which ones to establish. Next, on the second hand, there is one or several followers...

This paper presents novel bilevel leader-follower portfolio selection problems in which the financial intermediary becomes a decision-maker. This financial intermediary decides on the unit transaction costs for investing in some securities, maximizing its benefits, and the investor chooses his optimal portfolio, minimizing risk and ensuring a...