Article ISI SCOPUS
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH  (2018)

Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets

Sankaranarayanan, S; Feijoo, F; Siddiqui S.

Keywords: complementarity problems, stochastic programming, approximation methods, Large scale optimization

Más información

Título según WOS: Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets
Título según SCOPUS: Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets
Título de la Revista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volumen: 268
Número: 1
Editorial: Elsevier
Fecha de publicación: 2018
Página de inicio: 25
Página final: 36
Idioma: English
DOI:

10.1016/j.ejor.2017.11.003
Notas: ISI, SCOPUS