Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
Year of publication: |
2008
|
---|---|
Authors: | Lin, Gui-Hua ; Xu, Huifu ; Fukushima, Masao |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 67.2008, 3, p. 423-441
|
Publisher: |
Springer |
Subject: | Stochastic mathematical program with equilibrium constraints | Monte Carlo/quasi-Monte Carlo methods | Penalization |
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