Stochastic Programming with Equilibrium Constraints
By Alexander Shapiro. 2006
56 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/54944b85eab4fe91340002823ac47732d2f1d792
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
- Arkadi Nemirovski
- Guanghui Lan
- Alexander Shapiro
- Simon Lacoste-Julien
- Yurii E. Nesterov
- Dimitris J. Bertsimas
- Anatoli B. Juditsky
- Gauthier Gidel
In Economics and Econometrics
- Arkadi Nemirovski
- Alexander Shapiro
- Guanghui Lan
- Melvyn Sim
- Amir Ahmadi-Javid
- Andrzej Ruszczynski
- Darinka Dentcheva †
- Dimitris J. Bertsimas
In Management Science and Operations Research
- Arkadi Nemirovski
- Alexander Shapiro
- Guanghui Lan
- Dimitris J. Bertsimas
- Melvyn Sim
- Tito Homem-de-Mello
- Saeed Ghadimi
- Andrzej Ruszczynski
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].”
- On Complexity of Stochastic Programming Problems (2005, background): “In typical applications (e.g., in the convex case) the constant 7 = 1, in which case condition (18) means that -F(-,0 is Lipschitz continuous on X with constant /^(O- However, there are also some applications where 7 could be less than 1 (cf., [ Sha05a ]).”