Stochastic Mathematical Programs with Hybrid Equilibrium Constraints

摘要：

　　This paper considers a stochastic mathematical program with hybrid equilibrium constraints (SMPHEC), which includes expected value complementarity constraint and per scenario complementarity constraint. The new model is a combination of relatively well studied one stage SMPEC and two stage SMPEC. An example is given to describe the necessity to study SMPHEC.

关键词： Stochastic mathematical program with hybrid equilibrium constraints Sampling average approximation NCP function Convergence

作者: Yongchao Liu Jin Zhang Gui-Hua Lin

作者单位: School of Mathematical Sciences,Dalian University of Technology, Dalian, China

会议类型: 国际会议

会议名称: 第8届国际最优化方法及应用大会

会议地点: 上海

会议语种:英文

页码: 153-153

在线出版日期: 2010-12-10（万方平台首次上网日期，不代表论文的发表时间）