Stochastic mathematical programs with equilibrium constraints
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Cites work
- scientific article; zbMATH DE number 4211817 (Why is no real title available?)
- scientific article; zbMATH DE number 3823524 (Why is no real title available?)
- scientific article; zbMATH DE number 978735 (Why is no real title available?)
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- A class of gap functions for variational inequalities
- A numerical approach to optimization problems with variational inequality constraints
- A smoothing method for mathematical programs with equilibrium constraints
- An Implicit-Function Theorem for a Class of Nonsmooth Functions
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
- Elements of Large-Scale Mathematical Programming Part I: Concepts
- Exact and inexact penalty methods for the generalized bilevel programming problem
- Introduction to Stochastic Programming
- Network design problem with congestion effects: A case of bilevel programming
- New Branch-and-Bound Rules for Linear Bilevel Programming
- Problems of Hierarchical Optimization in Finite Dimensions
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic mathematical programs with equilibrium constraints
- Strongly Regular Generalized Equations
Cited in
(64)- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
- Modeling uncertain passenger arrivals in the elevator dispatching problem with destination control
- Entropic approximation for mathematical programs with robust equilibrium constraints
- Are weaker stationarity concepts of stochastic MPCC problems significant in absence of SMPCC-LICQ?
- Uncertain random bilevel programming models and their application to shared capacity routing problem
- A solution method for stochastic multilevel programming problems. A systematic sampling evolutionary approach
- Stochastic mathematical programs with hybrid equilibrium constraints
- Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
- Fuzzy multilevel programming with a hybrid intelligent algorithm
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints
- On the existence of solutions to stochastic mathematical programs with equilibrium constraints
- Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Stability analysis of parametric generalized equations and applications
- A survey on bilevel optimization under uncertainty
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- Stochastic programming approach to optimization under uncertainty
- Risk-averse models in bilevel stochastic linear programming
- A survey on networking games in telecommunications
- On a stochastic bilevel programming problem
- A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
- Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
- The stochastic bilevel continuous knapsack problem with uncertain follower's objective
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- A systematic sampling evolutionary (SSE) method for stochastic bilevel programming problems
- Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
- Bilevel stochastic linear programming problems with quantile criterion
- Bilevel decision via variational inequalities
- An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey
- Bilevel linear optimization under uncertainty
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
- On stochastic variational inequalities with mean value constraints
- On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
- Risk-averse optimal control of random elliptic variational inequalities
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
- Stochastic mathematical programs with equilibrium constraints
- Systematic evolutionary algorithm for general multilevel Stackelberg problems with bounded decision variables (SEAMSP)
- Regularization method for stochastic mathematical programs with complementarity constraints
- Review of formulations for structural and mechanical system optimization
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- Bilevel Integer Programs with Stochastic Right-Hand Sides
- Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
- Investigation of Nash equilibrium existence involving complementarity-constrained pricing models
- Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
- A pessimistic bilevel stochastic problem for elastic shape optimization
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- Uncertain random multilevel programming with application to production control problem
- Existence of solutions for a class of bilevel stochastic linear programs
- Bilevel optimization: theory, algorithms, applications and a bibliography
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications
- Stochastic programming with equilibrium constraints
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
- On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
- A note on uniform exponential convergence of sample average approximation of random functions
- On the computation of equilibria in monotone and potential stochastic hierarchical games
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
- Decision rule bounds for two-stage stochastic bilevel programs
- The backpropagation artificial neural network based on elite particle swam optimization algorithm for stochastic linear bilevel programming problem
- Stochastic programming perspective on the agency problems under uncertainty
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