Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation

By Alexander Shapiro, Huifu Xu. 2008

59 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/369656a63574cf52344698618bfe4534623f8591

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Guanghui Lan
2. Yuyuan Ouyang
3. Yunmei Chen
4. Simon Lacoste-Julien
5. Yurii E. Nesterov
6. Gauthier Gidel
7. Sebastian Pokutta
8. Dan Garber

In Control and Systems Engineering

1. Guanghui Lan

In Management Science and Operations Research

1. Yuyuan Ouyang
2. Yunmei Chen
3. Guanghui Lan
4. Saeed Ghadimi
5. John C. Duchi
6. Francis R. Bach
7. Michael G. Rabbat
8. Julien Mairal

Citations in the corpus

• On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling (2007, unknown): “Extensions to stochastic MPECs (SMPECs) can be found in [26, 27] and applications to electricity markets are discussed, e.g., in [9, 21].”
• Accelerated schemes for a class of variational inequalities (2014, background): “If G = 0, the complexity for solving V I ( Z ; 0 , H, 0) cannot be better than O ( L H /(cid:15) ) [24] (see also the discussions in Section 5 of [21]).”