Equivalent Nonlinear Complementarity Problem for Chance-constrained Games.
Vikas Vikram SinghOualid JouiniAbdel LisserPublished in: Electron. Notes Discret. Math. (2016)
Keyphrases
- chance constrained
- nonlinear complementarity problem
- stochastic programming
- computationally tractable
- robust optimization
- knapsack problem
- penalty term
- game theory
- nonlinear equations
- multistage
- reverse logistics
- linear program
- mathematical programming
- supply chain
- variational inequalities
- neural network
- third party
- dynamic programming
- objective function