Pages that link to "Item:Q2954376"
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The following pages link to Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models (Q2954376):
Displaying 11 items.
- Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation (Q1668636) (← links)
- Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
- SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model (Q1680972) (← links)
- Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints (Q1983737) (← links)
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
- Regularized sample average approximation approach for two-stage stochastic variational inequalities (Q2046705) (← links)
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs (Q2693641) (← links)
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints (Q2693648) (← links)
- Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse (Q5085549) (← links)
- Regularized methods for a two-stage robust production planning problem and its sample average approximation (Q6093994) (← links)
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models (Q6601203) (← links)
