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]
@article{PengJ21,
title = {Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches},
author = {Shen Peng and Jie Jiang},
year = {2021},
doi = {10.1007/s10589-021-00292-5},
url = {https://doi.org/10.1007/s10589-021-00292-5},
researchr = {https://researchr.org/publication/PengJ21},
cites = {0},
citedby = {0},
journal = {Comp. Opt. and Appl.},
volume = {80},
number = {1},
pages = {153-184},
}