A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: Application to natural gas markets

Mel T. Devine, Steven A. Gabriel, Seksun Moryadee. A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: Application to natural gas markets. Computers & OR, 68:1-15, 2016. [doi]

@article{DevineGM16,
  title = {A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: Application to natural gas markets},
  author = {Mel T. Devine and Steven A. Gabriel and Seksun Moryadee},
  year = {2016},
  doi = {10.1016/j.cor.2015.10.013},
  url = {http://dx.doi.org/10.1016/j.cor.2015.10.013},
  researchr = {https://researchr.org/publication/DevineGM16},
  cites = {0},
  citedby = {0},
  journal = {Computers & OR},
  volume = {68},
  pages = {1-15},
}