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On the computation of relaxed pessimistic solutions to MPECs (revised version)

Research Report

Červinka Michal, Matonoha Ctirad, Outrata Jiří

publisher: ICS AS CR, (Prague 2010)

edition: Research Report V-1088

research: CEZ:AV0Z10300504

research: CEZ:AV0Z10750506

project(s): GA201/09/1957, GA ČR

keywords: MPEC, equilibrium constraints, pessimistic solution, value function, relaxed and approximate solutions


2012-12-21 16:10