CVaR model of stochastic complementarity problems and its solving methods

MaRDI QIDQ2993405zbMATH OpenFDO

Authors Mei-Ju Luo, Hngling Liu

Publication date 10 August 2016

zbMATH Keywords

convergencelevel setsample average approximationsmoothing function

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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Cited in

(4)

• Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
• The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
• scientific article; zbMATH DE number 7295427 (Why is no real title available?)
• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems

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