On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory

DOI10.1007/S10957-009-9639-8MaRDI QIDQ965053zbMATH OpenOpenAlexFDO

Authors C. Cromvik, Michael Patriksson

Publication date 21 April 2010

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

Full work available at URL https://doi.org/10.1007/s10957-009-9639-8

zbMATH Keywords

sample average approximationweak Pareto optimalitystochastic mathematical program with equilibrium constraintssolution stability and robustness

Mathematics Subject Classification ID

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

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Cited in

(9)

• Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
• On the existence of solutions to stochastic mathematical programs with equilibrium constraints
• Stability analysis of stochastic multiobjective optimization problems with complementarity constraints
• Recent advances in robust optimization: an overview
• Stochastic mathematical programs with equilibrium constraints
• Robust Direct Aperture Optimization for Radiation Therapy Treatment Planning
• Investigation of Nash equilibrium existence involving complementarity-constrained pricing models
• On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications
• Robust bi-level optimization models in transportation science

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