A class of stochastic second-order-cone complementarity problems

MaRDI QIDQ5151633zbMATH OpenFDO

Authors Guo Sun, Liying Yu, Xiaodai Dong, Guihua Lin

Publication date 22 February 2021

Full work available at URL http://www.yokohamapublishers.jp/online-p/PJO/vol16/pjov16n2p261.pdf

zbMATH Keywords

complementarity functionerror boundMonte Carlo approximationoptimal power flowSSOCCP

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
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• Stochastic second-order cone programming: applications models
• Expected value method for a class of stochastic linear circular cone complementarity problems

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