An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
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Publication:5470215
DOI10.1137/040608544zbMath1113.90114MaRDI QIDQ5470215
Publication date: 30 May 2006
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040608544
discretization; implicit smoothing; stochastic mathematical programs with complementarity constraints; lower level equilibrium
90C30: Nonlinear programming
90C31: Sensitivity, stability, parametric optimization
90C15: Stochastic programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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