Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization

DOI10.1007/s10107-007-0119-3zbMath1168.90008OpenAlexW2106254871MaRDI QIDQ959946

B. E. Eshmatov

Publication date: 16 December 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0119-3

zbMATH Keywords

quasi-Monte Carlo methodhere-and-nowwait-and-see

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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