Stochastic mathematical programs with hy
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Yong-Chao Liu; Jin Zhang; Gui-Hua Lin
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Article
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2011
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Elsevier Science
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English
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This paper considers a stochastic mathematical program with hybrid equilibrium constraints (SMPHEC), which includes either ''here-and-now'' or ''wait-and-see'' type complementarity constraints. An example is given to describe the necessity to study SMPHEC. In order to solve the problem, the sampling