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Published in 2017 at "Optimization Methods and Software"
DOI: 10.1080/10556788.2016.1277997
Abstract: We investigate the linear complementarity problem with uncertain parameters (ULCP) which affect the linear mapping affinely or quadratically. Assuming that the distribution of the uncertain parameters belongs to some ambiguity set with prescribed partial information,…
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Keywords:
distributionally robust;
complementarity problem;
complementarity;
robust complementarity ... See more keywords