Stochastic Programming with Equilibrium Constraints

被引：0
|
作者：
A. Shapiro
机构：
[1] Georgia Institute of Technology,School of Industrial and Systems Engineering
来源：
Journal of Optimization Theory and Applications | 2006年 / 128卷
关键词：
Equilibrium constraints; two-stage stochastic programming; variational inequalities; complementarity conditions; statistical inference; exponential rates;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems
引用
收藏
页码：221 / 243
页数：22
相关论文
共 50 条
12345