Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints.
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| Title: | Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. |
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| Authors: | Gui-Hua Lin1, lin_g_h@yahoo.com.cn, Huifu Xu2, H.Xu@soton.ac.uk, Fukushima, Masao3, fuku@amp.i.kyoto-u.ac.jp |
| Source: | Mathematical Methods of Operations Research; 2008, Vol. 67 Issue 3, p423-441, 19p, 1 Chart |
| Database: | Applied Science & Technology Source |
| ISSN: | 14322994 |
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| DOI: | 10.1007/s00186-007-0201-x |