Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches

Shen Peng, Jie Jiang. Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches. Comp. Opt. and Appl., 80(1):153-184, 2021. [doi]

Authors

Shen Peng

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Jie Jiang

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