Pages that link to "Item:Q5470215"
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The following pages link to An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints (Q5470215):
Displaying 28 items.
- Bilevel direct search method for leader-follower problems and application in health insurance (Q336826) (← links)
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations (Q371551) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
- A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (Q484867) (← links)
- Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints (Q543397) (← links)
- Stochastic mathematical programs with hybrid equilibrium constraints (Q544222) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
- Method of weighted expected residual for solving stochastic variational inequality problems (Q668716) (← links)
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems (Q890181) (← links)
- Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints (Q929336) (← links)
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization (Q959946) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- The subdifferential of measurable composite max integrands and smoothing approximation (Q2189440) (← links)
- Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality (Q2258428) (← links)
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems (Q2316620) (← links)
- A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632) (← links)
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs (Q2693641) (← links)
- Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165) (← links)
- CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (Q3114613) (← links)
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
- Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs (Q4603038) (← links)
- MPEC Methods for Bilevel Optimization Problems (Q5014634) (← links)
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC (Q5426966) (← links)
- New reformulations for stochastic nonlinear complementarity problems (Q5481684) (← links)