Consistency of minimizers and the SLLN for stochastic programs.
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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Gui-Hua Lin, Masao Fukushima (2010)
ESAIM: Control, Optimisation and Calculus of Variations
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In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints (SMPECs) that has been discussed by Lin and Fukushima (2003). Based on a reformulation given therein, we propose a regularization method for solving the problems. We show that, under a weak condition, an accumulation point of the generated sequence is a feasible point of the original problem. We also show that such an accumulation point is S-stationary to the problem under additional...
Fabio Bagarello (2006)
Banach Center Publications
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Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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