The distributionally robust complementarity problem

DOI10.1080/10556788.2016.1277997zbMath1365.90251OpenAlexW2572660358MaRDI QIDQ5268944

Bo Yu, Lei Zhu, Li-yan Xu

Publication date: 21 June 2017

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1277997

zbMATH Keywords

joint chance constraintdistributionally robust optimizationbilinear matrix inequalitiesconstrained stochastic linear quadratic controluncertain complementarity problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

Distributionally robust expected residual minimization for stochastic variational inequality problems

Uses Software

• PENLAB

Cites Work

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