@article{zhang_ozaltn_2021, title={Bilevel Integer Programs with Stochastic Right-Hand Sides}, ISSN={["1526-5528"]}, DOI={10.1287/ijoc.2020.1055}, abstractNote={We develop an exact value function-based approach to solve a class of bilevel integer programs with stochastic right-hand sides. We first study structural properties and design two methods to efficiently construct the value function of a bilevel integer program. Most notably, we generalize the integer complementary slackness theorem to bilevel integer programs. We also show that the value function of a bilevel integer program can be characterized by its values on a set of so-called bilevel minimal vectors. We then solve the value function reformulation of the original bilevel integer program with stochastic right-hand sides using a branch-and-bound algorithm. We demonstrate the performance of our solution methods on a set of randomly generated instances. We also apply the proposed approach to a bilevel facility interdiction problem. Our computational experiments show that the proposed solution methods can efficiently optimize large-scale instances. The performance of our value function-based approach is relatively insensitive to the number of scenarios, but it is sensitive to the number of constraints with stochastic right-hand sides.}, journal={INFORMS JOURNAL ON COMPUTING}, author={Zhang, Junlong and Ozaltn, Osman Y.}, year={2021}, month={Mar} }
 @article{chen_shi_zhang_lam_li_xiang_2017, title={Most reliable path-finding algorithm for maximizing on-time arrival probability}, volume={5}, number={3}, journal={Transportmetrica B-Transport Dynamics}, author={Chen, B. Y. and Shi, C. Y. and Zhang, J. L. and Lam, W. H. K. and Li, Q. Q. and Xiang, S. J.}, year={2017}, pages={253–269} }
 @article{zhang_ozaltin_2017, title={Single-ratio fractional integer programs with stochastic right-hand sides}, volume={49}, ISSN={["2472-5862"]}, url={http://www.scopus.com/inward/record.url?eid=2-s2.0-85019852798&partnerID=MN8TOARS}, DOI={10.1080/24725854.2017.1302116}, abstractNote={ABSTRACT We present an equivalent value function reformulation for a class of single-ratio Fractional Integer Programs (FIPs) with stochastic right-hand sides and propose a two-phase solution approach. The first phase constructs the value functions of FIPs in both stages. The second phase solves the reformulation using a global branch-and-bound algorithm or a level-set approach. We derive some basic properties of the value functions of FIPs and utilize them in our algorithms. We show that in certain cases our approach can solve instances whose extensive forms have the same order of magnitude as the largest stochastic quadratic integer programs solved in the literature.}, number={6}, journal={IISE TRANSACTIONS}, author={Zhang, Junlong and Ozaltin, Osman Y.}, year={2017}, pages={579–592} }
 @article{zhang_lam_chen_2016, title={On-time delivery probabilistic models for the vehicle routing problem with stochastic demands and time windows}, volume={249}, number={1}, journal={European Journal of Operational Research}, author={Zhang, J. L. and Lam, W. H. K. and Chen, B. Y.}, year={2016}, pages={144–154} }