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The distributionally robust complementarity problem - MaRDI portal

The distributionally robust complementarity problem (Q5268944)

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scientific article; zbMATH DE number 6734213
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English
The distributionally robust complementarity problem
scientific article; zbMATH DE number 6734213

    Statements

    The distributionally robust complementarity problem (English)
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    21 June 2017
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    uncertain complementarity problem
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    distributionally robust optimization
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    joint chance constraint
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    bilinear matrix inequalities
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    constrained stochastic linear quadratic control
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