【摘 要】
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The article considers a particular class of optimization problems involving set-valued stochastic equilibrium constraints.We develop a solution procedure that relies on an approximation scheme for the
【机 构】
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Department of Applied Mathematics,The Hong Kong Polytechnic Univ.
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The article considers a particular class of optimization problems involving set-valued stochastic equilibrium constraints.We develop a solution procedure that relies on an approximation scheme for the equilibrium constraints.Based on regularization,we replaces the approximated equilibrium constraints by those involving only single-valued Lipschitz continuous functions.
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