Stochastic Equilibrium Problems and Stochastic Mathematical Programs with Equilibrium Constraints: A Survey 1

By Gui-Hua Lin, Masao Fukushima. 2009

81 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a95277eeb1e24fd2762f52522f3b10513490bf1d

How researchers see this paper

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

1. Yunmei Chen
2. Guanghui Lan
3. Yuyuan Ouyang
4. Masao Fukushima
5. Xiaojun Chen
6. Ming-shang Hu
7. Saeed Ghadimi
8. Simon Lacoste-Julien

Citations in the corpus

• Smoothing methods for nonsmooth, nonconvex minimization (2012, background): “Mathematical analysis and practice examples show that the ERM formulation is robust in the sense that its solutions have a minimal sensitivity with respect to random parameter variations in the model [32,43,74,105].”
• MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS (2015, background): “One may see the details about the stochastic Stackelberg game and the stochastic MPEC in the survey paper [46] and the references therein.”
• Accelerated schemes for a class of variational inequalities (2014, background): “Moreover, the SVI in (1) can potentially be used to solve a wider class of stochastic equilibrium and complementarity problems whose operators are given in the form of expectation (see for instance the survey [26] and the references therein).”