Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models

DOI10.1137/130930157zbMath1358.90138OpenAlexW2005760657MaRDI QIDQ2954376

Xiaojun Chen, Roger J.-B. Wets, Hailin Sun

Publication date: 13 January 2017

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

Full work available at URL: https://semanticscholar.org/paper/67b185c0999e05d6ccbde402f8affa81398d0ad7

zbMATH Keywords

regularizationsample average approximationstochastic equilibriumgraphical convergencemonotone linear complementarity problem

Mathematics Subject Classification ID

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

Related Items (9)

Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse ⋮ Two-stage stochastic variational inequalities: an ERM-solution procedure ⋮ SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model ⋮ Regularized methods for a two-stage robust production planning problem and its sample average approximation ⋮ Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs ⋮ Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints ⋮ Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints ⋮ Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning ⋮ Regularized sample average approximation approach for two-stage stochastic variational inequalities

This page was built for publication: Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models