Complementarity theorems in stochastic programming

DOI10.1080/00207727908941644zbMATH Open0412.90054OpenAlexW2046769661MaRDI QIDQ4199839FDOQ4199839

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

• Asymptotic Theory for Principal Component Analysis
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• Algorithms for the Nonlinear Eigenvalue Problem
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• On the Sampling Theory of Roots of Determinantal Equations
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