Pages that link to "Item:Q3507704"

The following pages link to Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704):

Displaying 32 items.

• A sample average approximation method based on a D-gap function for stochastic variational inequality problems (Q2438415) (← links)
• Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems (Q2515263) (← links)
• Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach (Q2637662) (← links)
• Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs (Q2693641) (← links)
• On the computation of equilibria in monotone and potential stochastic hierarchical games (Q2693642) (← links)
• Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints (Q2693648) (← links)
• Convergence analysis for distributionally robust optimization and equilibrium problems (Q2806810) (← links)
• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints (Q2846481) (← links)
• Stability analysis of parametric generalized equations and applications (Q2868188) (← links)
• Thin and heavy tails in stochastic programming (Q2948128) (← links)
• Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165) (← links)
• SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q3560111) (← links)
• Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs (Q4603038) (← links)
• Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations (Q4620415) (← links)
• Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
• Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces (Q5158766) (← links)
• Risk-Averse Models in Bilevel Stochastic Linear Programming (Q5215518) (← links)
• Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
• Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse (Q5238078) (← links)
• A new method to build confidence regions for solutions of stochastic variational inequalities (Q5495600) (← links)
• Robust weighted expected residual minimization formulation for stochastic vector variational inequalities (Q5743300) (← links)
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
• A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
• Convex stochastic fluid programs with average cost. (Q5945755) (← links)
• Regularized methods for a two-stage robust production planning problem and its sample average approximation (Q6093994) (← links)
• A survey on bilevel optimization under uncertainty (Q6096565) (← links)
• Single-Leader-Radner-equilibrium: a new approach for a class of bilevel problems under uncertainty (Q6142072) (← links)
• On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems (Q6142190) (← links)
• Sample average approximation of conditional value-at-risk based variational inequalities (Q6191978) (← links)
• Moderate deviations for stochastic variational inequalities (Q6565294) (← links)
• Discrete approximation and convergence analysis for a class of decision-dependent two-stage stochastic linear programs (Q6601967) (← links)
• Expected residual minimization formulation for stochastic absolute value equations (Q6636805) (← links)