Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints

Huifu Xu, Jane J. Ye. Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints. SIAM Journal on Optimization, 20(4):1685-1715, 2010. [doi]

Authors

Huifu Xu

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Jane J. Ye

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