Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
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Publication:3058501
DOI10.1137/090748974zbMath1206.90111OpenAlexW1969310585MaRDI QIDQ3058501
Publication date: 3 December 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2ad6279d0ac3f820c338a09d5cc25a20bc7134af
limiting subdifferentialsfirst order necessary conditionsrandom set-valued mappingsM-stationary points
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)
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