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- W265433157 abstract "In this paper, we consider a new formulation for stochastic mathematical pro- grams with complementarity constraints and recourse. We show that the new formulation is equivalent to a smooth semi-inflnite program that does no longer contain recourse variables. Optimality conditions for the problem are deduced and connections among the conditions are investigated. Then, we propose a combined Monte Carlo sampling and penalty method for solv- ing the problem, and examine the limiting behavior of optimal solutions and stationary points of the approximation problems." @default.
- W265433157 created "2016-06-24" @default.
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- W265433157 date "2006-01-01" @default.
- W265433157 modified "2023-09-25" @default.
- W265433157 title "Optimality Conditions and Combined Monte Carlo Sampling and Penalty Method for Stochastic Mathematical Programs with Complementarity Constraints and Recourse" @default.
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