We consider the problem of imputing the function that describes an optimization or equilibrium process from noisy partial observations of nearly optimal (possibly non-cooperative) decisions. We generalize existing inverse optimization and variational inequality problems to construct a novel class of multi-objective optimization problems: approximate bilevel programs. In this class, the “ill” natur...Show More
A common behavioral assumption in the modeling of traffic networks is the user equilibrium. Since traffic volumes, resulting from the rational behavior of agents, are easily but sparsely observable, and delay functions are not directly observable, we present a mathematical program with equilibrium constraint (MPEC) framework to impute the delay functions and centrally control the system from parti...Show More
