Regularization method for stochastic mathematical programs with complementarity constraints

DOI10.1051/cocv:2005005zbMath1080.90055OpenAlexW2135770937MaRDI QIDQ3365398

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Publication date: 23 January 2006

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=COCV_2005__11_2_252_0

zbMATH Keywords

S-stationarityMangasarian-Fromovitz constraint qualification.Stochastic mathematical program with equilibrium constraints

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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