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

DOI10.1080/02331930801954177zbMath1145.90047OpenAlexW2082477992WikidataQ105583946 ScholiaQ105583946MaRDI QIDQ3507704

Alexander Shapiro, Huifu Xu

Publication date: 20 June 2008

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930801954177

zbMATH Keywords

stochastic programmingsmoothingvariational inequalityexponential convergenceequilibrium constraintssample average approximationStackelberg-Nash-Cournot equilibrium

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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Uses Software

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