Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

Gui-Hua Lin, Huifu Xu, Masao Fukushima. Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Math. Meth. of OR, 67(3):423-441, 2008. [doi]

Abstract

Abstract is missing.