Numerical investigation of deterministic formulations for stochastic complementarity problems

MaRDI QIDQ3094206zbMATH OpenFDO

Authors Yanfang Zhang

Publication date 21 October 2011

Full work available at URL http://www.yokohamapublishers.jp/online2/oppjo/vol7/p317.html

zbMATH Keywords

best worst-caseexpected residual minimizationexpected valueNCP functionrobust traffic assignmentWardrop's user equilibrium

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(3)

• Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
• Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
• Robust solution of monotone stochastic linear complementarity problems

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