Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints (Q2693648): Difference between revisions

Latest revision as of 19:41, 19 December 2024

scientific article

Language	Label	Description	Also known as
English	Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints	scientific article

Statements

instance of

scholarly article

0 references

title

Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints (English)

0 references

author

Yanyan Li

0 references

published in

Mathematical Programming. Series A. Series B

0 references

publication date

24 March 2023

0 references

full work available at URL

https://arxiv.org/abs/2102.04933

0 references

zbMATH Keywords

distributionally robust

0 references

stochastic equilibrium

0 references

regularization

0 references

discrete approximation

0 references

pure characteristics demand

0 references

MaRDI profile type

Publication

0 references

cites work

Integrals of set-valued functions

0 references

Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models

0 references

Perturbation Bounds of P-Matrix Linear Complementarity Problems

0 references

A class of quadratic programs with linear complementarity constraints

0 references

Q4003375

0 references

A Social Equilibrium Existence Theorem*

0 references

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

0 references

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

0 references

Notes on some constraint qualifications for mathematical programs with equilibrium constraints

0 references

Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

0 references

An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints

0 references

Q3250845

0 references

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

0 references

Q3161684

0 references

Discrete Approximation and Quantification in Distributionally Robust Optimization

0 references

An approximation scheme for a class of risk-averse stochastic equilibrium problems

0 references

Error bounds for nondegenerate monotone linear complementarity problems

0 references

Global error bounds for monotone affine variational inequality problems

0 references

The Fritz John necessary optimality conditions in the presence of equality and inequality constraints

0 references

Exact penalty for mathematical programs with linear complementarity constraints

0 references

New improved error bounds for the linear complementarity problem

0 references

Error bounds for monotone linear complementarity problems

0 references

Nonconvex Games with Side Constraints

0 references

A Constructive Approach to Estimating Pure Characteristics Demand Models with Pricing

0 references

Multistage Stochastic Optimization

0 references

Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

0 references

Q2925334

0 references

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

0 references

Constrained Optimization Approaches to Estimation of Structural Models

0 references

Q4805362

0 references

On distributionally robust chance constrained programs with Wasserstein distance

0 references

On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems

0 references

Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods

0 references

Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging

0 references

A Block Coordinate Descent Method for Regularized Multiconvex Optimization with Applications to Nonnegative Tensor Factorization and Completion

0 references

Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems

0 references

On affine scaling algorithms for nonconvex quadratic programming

0 references

Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1007/S10107-021-01720-4

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2693648

@@ Property / DOI @@
-.1007/s10107-021-01720-4
@@ Property / DOI: 10.1007/s10107-021-01720-4 / rank @@
-Normal rank
@@ Property / DOI @@
+.1007/S10107-021-01720-4
@@ Property / DOI: 10.1007/S10107-021-01720-4 / rank @@
+Normal rank