Xu, Liyan; Yu, Bo - In: Computational Optimization and Applications 58 (2014) 2, pp. 483-501
We reformulate a stochastic nonlinear complementarity problem as a stochastic programming problem which minimizes an expected residual defined by a restricted NCP function with nonnegative constraints and CVaR constraints which guarantee the stochastic nonlinear function being nonnegative with a...