Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
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Cites work
- A block coordinate descent method for regularized multiconvex optimization with applications to nonnegative tensor factorization and completion
- A class of quadratic programs with linear complementarity constraints
- A constructive approach to estimating pure characteristics demand models with pricing
- A Social Equilibrium Existence Theorem*
- Ambiguous joint chance constraints under mean and dispersion information
- An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Constrained optimization approaches to estimation of structural models
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Discrete approximation and quantification in distributionally robust optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Error bounds for monotone linear complementarity problems
- Error bounds for nondegenerate monotone linear complementarity problems
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Exact penalty for mathematical programs with linear complementarity constraints
- Global error bounds for monotone affine variational inequality problems
- scientific article; zbMATH DE number 3134565 (Why is no real title available?)
- scientific article; zbMATH DE number 53115 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Integrals of set-valued functions
- Lectures on stochastic programming. Modeling and theory.
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- On distributionally robust chance constrained programs with Wasserstein distance
- Perturbation Bounds of P-Matrix Linear Complementarity Problems
- Quantitative stability analysis for distributionally robust optimization with moment constraints
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Cited in
(9)- The distributionally robust optimization reformulation for stochastic complementarity problems
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks
- Pure Characteristics Demand Models and Distributionally Robust Mathematical Programs with Stochastic Complementarity Constraints
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
- Convergence properties of gradient-based methods for minimax problems with nonlinear constraints
- Optimality conditions at infinity for nonsmooth minimax programming problems with some applications
- Tangential subdifferential-based necessary conditions for multiobjective min-max optimization
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