Complementarity theorems in stochastic programming

DOI10.1080/00207727908941644MaRDI QIDQ4199839zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1979

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727908941644

zbMATH Keywords

quadratic programmingstochastic programmingminimax solutionsgeneralized eigenvalue problemscomplementarity principles

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15) 2-person games (91A05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites work

• scientific article; zbMATH DE number 3236302 (Why is no real title available?)
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• Algorithms for the Nonlinear Eigenvalue Problem
• Asymptotic Theory for Principal Component Analysis
• On the Sampling Theory of Roots of Determinantal Equations

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