A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms

DOI10.3934/jimo.2005.1.99zbMath1096.90024OpenAlexW2021136948MaRDI QIDQ1780350

Niranjan Chakravarthy

Publication date: 7 June 2005

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2005.1.99

zbMATH Keywords

convergencesubdifferentialstationaritystochastic mathematical program with equilibrium constraintshere-and-now decision problem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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