Quantitative stability analysis of stochastic generalized equations

DOI10.1137/120880434MaRDI QIDQ4979876zbMATH OpenOpenAlexFDO

Authors Werner Römisch, Huifu Xu, Yongchao Liu

Publication date 19 June 2014

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/3039/1/SGE-SIAM-R2-final-2014.pdf

zbMATH Keywords

equicontinuityone-stage stochastic programsstability analysisstochastic generalized equationsstochastic semi-infinite programmingtwo-stage SMPECstwo-stage stochastic programs

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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