Stochastic Programming with Equilibrium Constraints
نویسندگان
چکیده
منابع مشابه
Stochastic Programming with Equilibrium Constraints
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 also discuss consistency and rates of convergence of sample average approximations of such stochastic problems.
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2006
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-005-7566-x