Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems	scientific article

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scholarly article

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Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (English)

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Mathematics of Computation

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publication date

7 November 2010

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zbMATH Keywords

stochastic nonlinear complementarity problem

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recourse

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Monte Carlo method

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penalization

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convergence

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MaRDI profile type

MaRDI publication profile

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Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation

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Convergence theory for nonconvex stochastic programming with an application to mixed logit

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Introduction to Stochastic Programming

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Error bounds for \(R_0\)-type and monotone nonlinear complementarity problems.

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Smooth Approximations to Nonlinear Complementarity Problems

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Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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Robust solution of monotone stochastic linear complementarity problems

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The nonlinear bilevel programming problem:formulations,regularity and optimality conditions

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Stochastic $R_0$ Matrix Linear Complementarity Problems

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Sample-path solution of stochastic variational inequalities

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Semi-Infinite Programming: Theory, Methods, and Applications

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New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC

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Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization

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A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms

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New reformulations for stochastic nonlinear complementarity problems

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Regularization method for stochastic mathematical programs with complementarity constraints

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Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

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Mathematical Programs with Equilibrium Constraints

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A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints

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Monte Carlo sampling approach to stochastic programming

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Stochastic programming with equilibrium constraints

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Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation

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An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints

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Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

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Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty

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full work available at URL

https://doi.org/10.1090/s0025-5718-09-02206-6

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Identifiers

zbMATH Open document ID

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10.1090/S0025-5718-09-02206-6

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3055165

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