The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem (Q2400161)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem |
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The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem (English)
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28 August 2017
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stochastic generalized complementarity problem
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NCP function
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conditional value-at-risk
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smoothing method
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Monte-Carlo technique
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