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]

@article{XuY10-3,
  title = {Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints},
  author = {Huifu Xu and Jane J. Ye},
  year = {2010},
  doi = {10.1137/090748974},
  url = {http://dx.doi.org/10.1137/090748974},
  tags = {constraints},
  researchr = {https://researchr.org/publication/XuY10-3},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {20},
  number = {4},
  pages = {1685-1715},
}