Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets (Q1754301)

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scientific article; zbMATH DE number 6876685
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    Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets
    scientific article; zbMATH DE number 6876685

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      Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets (English)
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      30 May 2018
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      stochastic programming
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      large scale optimization
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      complementarity problems
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      approximation methods
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