Prof. Ted Ralphs from Lehigh University gave a series of seminars from 3rd to 8th December 2015 on Multilevel and Multistage Optimization. His lecture slides are available on his webpage http://coral.ie.lehigh.edu/~ted/teaching/multistage-optimization/
Title: Multilevel and multistage optimization
Lecture 1: Introduction and Theory
Lecture 2: Algorithms
Lecture 3: Complexity
Abstract: Traditionally, optimization models have been formulated assuming there is a single decision to be made at a fixed point in time with a fixed objective and that the decision-maker (DM) has deterministic knowledge of all problem inputs. Multilevel/multistage optimization is a generalized framework that allows for multiple (possibly competing) DMs acting at multiple points in time. The framework subsumes both game theoretic models, in which multiple DMs with competing objectives make decisions sequentially, and recourse models, in which a single DM must make a sequence of decisions over time in order to react to changing conditions. In the first of this series of talks, we introduce the framework and describe some theoretical properties of the resulting optimization models. In the second lecture, we describe an algorithmic framework for solving these problems. Finally, in the third lecture, we describe a framework for
assessing their computational complexity.