Entropic approximation for mathematical programs with robust equilibrium constraints
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 2052075
- An entropic regularization approach for mathematical programs with equilibrium constraints
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Stochastic mathematical programs with hybrid equilibrium constraints
- Stochastic mathematical programs with equilibrium constraints
Cited in
(12)- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
- Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- Decision rule bounds for two-stage stochastic bilevel programs
- An approximation scheme for stochastic programs with second order dominance constraints
- Confidence regions of stochastic variational inequalities: error bound approach
- Robust unit commitment with n-1 security criteria
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
- Hierarchy relaxations for robust equilibrium constrained polynomial problems and applications to electric vehicle charging scheduling
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
This page was built for publication: Entropic approximation for mathematical programs with robust equilibrium constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934465)