Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
Guoxin Wang, Jin Zhang, Bo Zeng, Gui-Hua Lin
| Year of publication: |
1 March 2018
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| Authors: | Wang, Guoxin ; Zhang, Jin ; Zeng, Bo ; Lin, Gui-Hua |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 265.2018, 2 (1.3.), p. 437-447
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| Subject: | Nonlinear programming | SLSOCCP | ERM formulation | Monte Carlo approximation | Radial network | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Optimierung | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011811394