New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC

Optimization

Volumn 56, Issue 5-6, 2007, Pages 641-653

  Lin, G H ^a   Chen, X ^b   Fukushima, M ^c  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

^b HIROSAKI UNIVERSITY   (Japan)

^c KYOTO UNIVERSITY   (Japan)

Author keywords

Error bound; Level set; NCP function; Restricted NCP function; Stochastic complementarity problem; Stochastic mathematical program with equilibrium constraints

Indexed keywords

EID: 35148884635     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331930701617320     Document Type: Article

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