Pages that link to "Item:Q3507704"

The following pages link to Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704):

Displaying 50 items.

• A class of uncertain variational inequality problems (Q260182) (← links)
• Bilevel direct search method for leader-follower problems and application in health insurance (Q336826) (← links)
• On stochastic variational inequalities with mean value constraints (Q346830) (← links)
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations (Q371551) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
• A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385) (← links)
• A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (Q484867) (← links)
• Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
• Stochastic mathematical programs with hybrid equilibrium constraints (Q544222) (← links)
• Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
• A note on uniform exponential convergence of sample average approximation of random functions (Q641631) (← links)
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
• Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392) (← links)
• Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
• Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
• Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems (Q1681261) (← links)
• Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
• Expected residual minimization formulation for a class of stochastic vector variational inequalities (Q1686673) (← links)
• Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints (Q1735706) (← links)
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
• Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions (Q1930995) (← links)
• Some equilibrium problems under uncertainty and random variational inequalities (Q1931665) (← links)
• Two-stage stochastic variational inequalities: theory, algorithms and applications (Q2033981) (← links)
• On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function (Q2060560) (← links)
• Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities (Q2086937) (← links)
• On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints (Q2089868) (← links)
• Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
• Quantitative analysis for a class of two-stage stochastic linear variational inequality problems (Q2181599) (← links)
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
• Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
• Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality (Q2258428) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• A new complementarity function and applications in stochastic second-order cone complementarity problems (Q2314060) (← links)
• Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
• A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632) (← links)
• Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly (Q2349853) (← links)
• Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case (Q2351525) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Stability analysis of stochastic programs with second order dominance constraints (Q2434984) (← links)
• Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)