Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems

DOI10.1007/s10107-018-1266-4zbMath1418.90182arXiv1706.06847OpenAlexW2963622009MaRDI QIDQ2316620

Hailin Sun, Huifu Xu, Xiaojun Chen

Publication date: 6 August 2019

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.06847

zbMATH Keywords

error bounddiscrete approximationex post equilibriumdistributionally robust linear complementarity problemtwo-stage stochastic linear complementarity problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

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