Pages that link to "Item:Q929336"
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The following pages link to Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints (Q929336):
Displaying 16 items.
- A variational inequality model of the spatial price network problem with uncertain data (Q400027) (← links)
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints (Q415375) (← links)
- A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385) (← links)
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
- Stochastic mathematical programs with hybrid equilibrium constraints (Q544222) (← links)
- Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392) (← links)
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory (Q965053) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- Stochastic mathematical programs with equilibrium constraints (Q1969762) (← links)
- Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints (Q1983737) (← links)
- A variational-inequality approach to stochastic boundary value problems with inequality constraints and its application to contact and elastoplasticity (Q2894975) (← links)
- Smoothing method for mathematical programs with symmetric cone complementarity constraints (Q2996793) (← links)
- Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165) (← links)
- CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (Q3114613) (← links)
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
