Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications

Gui-Hua Lin, Mei-Ju Luo, Dali Zhang, Jin Zhang. Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications. Math. Program., 165(1):197-233, 2017. [doi]

Abstract

Abstract is missing.