Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints

DOI10.1137/130931011zbMath1329.90094OpenAlexW2043157166MaRDI QIDQ2934465

Huifu Xu, Yong-Chao Liu

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/3267/1/RMPEC_2014.pdf

zbMATH Keywords

stability analysismathematical programmingequilibrium constraintsentropic risk measure

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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