Stochastic Equilibrium Problems and Stochastic Mathematical Programs with Equilibrium Constraints: A Survey 1
Gui-Hua Lin, Masao Fukushima · 2009
Recently, various equilibrium problems under uncertainty and related problems have drawn increasing attention from the optimization research community. Novel formulations and numerical methods have been proposed to deal with those problems. This paper provides a brief review of the recent developments in the topics including stochastic variational inequality problems, stochastic complementarity problems and stochastic mathematical programs with equilibrium constraints.