Stochastic mathematical programs with equilibrium constraints
نویسندگان
چکیده
In this note, we present the necessary mathematical framework for stochastic MPEC models, including some new results on the existence of solutions and on convexity and diierentiability of the implicit upper-level objective function. In so doing, we clarify the links between these models and two-stage stochastic programs with recourse.
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عنوان ژورنال:
- Oper. Res. Lett.
دوره 25 شماره
صفحات -
تاریخ انتشار 1999