On the existence of solutions to stochastic mathematical programs with equilibrium constraints

DOI10.1023/B:JOTA.0000026131.04418.B7zbMATH Open1140.90472OpenAlexW1969144048WikidataQ61816444 ScholiaQ61816444MaRDI QIDQ704753FDOQ704753

Authors: Anton Evgrafov, Michael Patriksson 

Publication date: 19 January 2005

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jota.0000026131.04418.b7

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zbMATH Keywords

equilibrium constraintsexistence of solutionsstochastic programmingstructural optimizationBilevel programmingstochastic Stackelberg games

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15)

Cites Work

• Convex Analysis
• Convex analysis and measurable multifunctions
• Controllability and observability of control systems under uncertainty
• Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
• Mathematical Programs with Equilibrium Constraints
• Error bounds in mathematical programming
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• An Exact Penalization Viewpoint of Constrained Optimization
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• Robust Truss Topology Design via Semidefinite Programming
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• Stochastic mathematical programs with equilibrium constraints
• Stochastic structural topology optimization: existence of solutions and sensitivity analyses
• Stable relaxations of stochastic stress-constrained weight minimization problems
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• Pricing problems with a continuum of customers as stochastic Stackelberg games

Cited In (15)

• Stochastic mathematical programs with hybrid equilibrium constraints
• A two-stage stochastic programming model for transportation network protection
• Stochastic programming approach to optimization under uncertainty
• Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
• Stochastic mathematical programs with equilibrium constraints
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
• Investigation of Nash equilibrium existence involving complementarity-constrained pricing models
• Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
• Existence of solutions for a class of bilevel stochastic linear programs
• On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
• On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications
• Stochastic programming with equilibrium constraints
• Decision rule bounds for two-stage stochastic bilevel programs
• Stochastic programming perspective on the agency problems under uncertainty

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