Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems

Xiaojun Chen, Hailin Sun, Huifu Xu. Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems. Math. Program., 177(1-2):255-289, 2019. [doi]

Authors

Xiaojun Chen

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Hailin Sun

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Huifu Xu

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