The distributionally robust complementarity problem
DOI10.1080/10556788.2016.1277997zbMATH Open1365.90251OpenAlexW2572660358MaRDI QIDQ5268944FDOQ5268944
Publication date: 21 June 2017
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1277997
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joint chance constraintdistributionally robust optimizationbilinear matrix inequalitiesconstrained stochastic linear quadratic controluncertain complementarity problem
Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (3)
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
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