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

DOI10.1023/B:JOTA.0000026131.04418.B7MaRDI QIDQ704753zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

equilibrium constraintsexistence of solutionsstochastic programmingstructural optimizationBilevel programmingstochastic Stackelberg games

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 44897 (Why is no real title available?)
• scientific article; zbMATH DE number 2038815 (Why is no real title available?)
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• Error bounds in mathematical programming
• Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Mathematical Programs with Equilibrium Constraints
• Pricing problems with a continuum of customers as stochastic Stackelberg games
• Robust Truss Topology Design via Semidefinite Programming
• Stable relaxations of stochastic stress-constrained weight minimization problems
• Stochastic mathematical programs with equilibrium constraints
• Stochastic structural topology optimization: existence of solutions and sensitivity analyses

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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