Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches

DOI10.1007/s10589-021-00292-5zbMath1473.90100OpenAlexW3174732929MaRDI QIDQ2044575

Jie Jiang, Shen Peng

Publication date: 9 August 2021

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-021-00292-5

zbMATH Keywords

stochastic programmingcomplementarity problemsample average approximationchance constraintdistributionally robust

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Uses Software

• CVX

Cites Work

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