Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

DOI10.1007/s00186-007-0201-xzbMath1157.90009OpenAlexW2071971074MaRDI QIDQ929336

Elsie Sterbin Gottlieb

Publication date: 17 June 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-007-0201-x

zbMATH Keywords

penalization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15)

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