Stochastic Nonlinear Complementarity Problems: Stochastic Programming Reformulation and Penalty-Based Approximation Method

Sample-path solution of stochastic variational inequalities

Gül Gürkan, A.Y. Ozge, Stephen M. Robinson · Mathematical Programming · 1999 · 271 citations

Engineering, Mathematics, Probability Theory +12

Analysis of Sample-Path Optimization

Stephen M. Robinson · Mathematics of Operations Research · 1996 · 261 citations

Natural Sciences, Industrial Engineering, Project Management +14

Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

Xiaojun Chen, Masao Fukushima · Mathematics of Operations Research · 2005 · 201 citations

Natural Sciences, Mathematics, Optimization +11

Stochastic mathematical programs with equilibrium constraints

Michael Patriksson, Laura Wynter · Operations Research Letters · 1999 · 182 citations · Full text

Natural Sciences, Mathematics, Optimization +12

Robust solution of monotone stochastic linear complementarity problems

Xiaojun Chen, Chao Zhang, Masao Fukushima · Mathematical Programming · 2007 · 127 citations

Natural Sciences, Mathematics, Optimization +13