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Research project

Stochastic Mathematical Programs with Equilibrium Constraints

  • Status:
    Not active

Research outputs

Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
2007, Mathematics of Operations Research, 32(3), 648-668
DOI: 10.1287/moor.1070.0260
Type: article
A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints
2006, SIAM Journal on Optimization, 17(3), 891-919
DOI: 10.1137/050638242
Type: article
An implicit programming approach for a class of stochastic mathematical programs with complementarity constraints
2006, SIAM Journal on Optimization, 16(3), 670-696
DOI: 10.1137/040608544
Type: article