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Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. (English) Zbl 1200.65052
Summary: Recently, various equilibrium problems under uncertainty and related problems have drawn increasing attention from the optimization research community. Novel formulations and numerical methods have been proposed to deal with those problems. This paper provides a brief review of the recent developments in the topics including stochastic variational inequality problems, stochastic complementarity problems and stochastic mathematical programs with equilibrium constraints.

65K15 Numerical methods for variational inequalities and related problems
65K05 Numerical mathematical programming methods
49J40 Variational inequalities
49J55 Existence of optimal solutions to problems involving randomness
90C15 Stochastic programming
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65-02 Research exposition (monographs, survey articles) pertaining to numerical analysis
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