On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
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Publication:965053
DOI10.1007/s10957-009-9639-8zbMath1201.90139OpenAlexW2087130146MaRDI QIDQ965053
C. Cromvik, Michael Patriksson
Publication date: 21 April 2010
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-009-9639-8
sample average approximationweak Pareto optimalitystochastic mathematical program with equilibrium constraintssolution stability and robustness
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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