Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis
Year of publication: |
2004-03-09
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Authors: | Gurkan, G. ; Listes, O.L. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | stochastic mathematical programs with complementarity constraints | sample-path methods | simulation | stability | regularity conditions | mathematical programs with equilibrium constraints |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2004-03 |
Source: |
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Birbil, S.I., (2004)
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Gurkan, G., (2004)
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Birbil, Birbil, S.I., (2004)
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