On the existence of solutions to stochastic mathematical programs with equilibrium constraints

DOI10.1023/B:JOTA.0000026131.04418.b7zbMath1140.90472OpenAlexW1969144048WikidataQ61816444 ScholiaQ61816444MaRDI QIDQ704753

Michael Patriksson, Anton Evgrafov

Publication date: 19 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:jota.0000026131.04418.b7

zbMATH Keywords

stochastic programmingstructural optimizationexistence of solutionsequilibrium constraintsBilevel programmingstochastic Stackelberg games

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic games, stochastic differential games (91A15)

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