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"Solving stochastic mathematical programs with equilibrium constraints via ..."

Gui-Hua Lin, Xiaojun Chen, Masao Fukushima (2009)

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DOI: 10.1007/S10107-007-0119-3

access: closed

type: Journal Article

metadata version: 2017-09-16

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Gui-Hua Lin, Xiaojun Chen, Masao Fukushima:
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Math. Program. 116(1-2): 343-368 (2009)

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