Regularized Mathematical Programs with Stochastic Equilibrium Constraints:Estimating Structural Dema

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：XP19830828

【摘要】

：

　　The article considers a particular class of optimization problems involving set-valued stochastic equilibrium constraints.We develop a solution procedure th

【作者】

：

ChenXiaojun;

【机构】

：

Department of Applied Mathematics,The Hong Kong Polytechnic Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　The article considers a particular class of optimization problems involving set-valued stochastic equilibrium constraints.We develop a solution procedure that relies on an approximation scheme for the equilibrium constraints.Based on regularization,we replaces the approximated equilibrium constraints by those involving only single-valued Lipschitz continuous functions.

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Regularized Mathematical Programs with Stochastic Equilibrium Constraints:Estimating Structural Dema

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