Lin, Gui-Hua; Xu, Huifu; Fukushima, Masao - In: Mathematical Methods of Operations Research 67 (2008) 3, pp. 423-441
In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints introduced by Birbil et al. (Math Oper Res 31:739–760, 2006). Firstly, by means of a Monte Carlo method, we obtain a nonsmooth discrete approximation of the original problem. Then, we propose a...
