The distributionally robust optimization reformulation for stochastic complementarity problems

DOI10.1155/2014/469587zbMath1470.90148OpenAlexW2140299994WikidataQ59038501 ScholiaQ59038501MaRDI QIDQ1724184

Wei Liu, Bo Yu, Li-yan Xu

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/469587

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Uses Software

• PENLAB

Cites Work

• Unnamed Item
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