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

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