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]

Authors

Gui-Hua Lin

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Huifu Xu

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Masao Fukushima

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