Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
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Cites work
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Cited in
(30)- A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
- Exact penalization in stochastic programming -- calmness and constraint qualification
- Stochastic structured tensors to stochastic complementarity problems
- Stochastic Nash equilibrium problems: sample average approximation and applications
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- Robust solutions to uncertain linear complementarity problems
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
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- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
- A variational inequality model of the spatial price network problem with uncertain data
- Bilevel Integer Programs with Stochastic Right-Hand Sides
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints
- Stochastic mathematical programs with hybrid equilibrium constraints
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- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- A smoothing projected HS method for solving stochastic tensor complementarity problem
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
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- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
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