Stochastic programming with equilibrium constraints

Journal of Optimization Theory and Applications

Volumn 128, Issue 1, 2006, Pages 221-243

  Shapiro, A ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Complementarity conditions; Equilibrium constraints; Exponential rates; Statistical inference; Two stage stochastic programming; Variational inequalities

Indexed keywords

STOCHASTIC SYSTEMS; VARIATIONAL TECHNIQUES;

COMPLEMENTARITY CONDITION; CONDITION; EQUILIBRIUM CONSTRAINT; EXPONENTIAL RATES; PROPERTY; RATE OF CONVERGENCE; STATISTICAL INFERENCE; STOCHASTICS; TWO-STAGE STOCHASTIC PROGRAMMING; VARIATIONAL INEQUALITIES;

STOCHASTIC PROGRAMMING;

EID: 31144457268     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-005-7566-x     Document Type: Article

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