"Sensitivity and covariance in stochastic complementarity problems with an ..."

Sriram Sankaranarayanan, Felipe Feijoo, Sauleh Siddiqui (2018)

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DOI: 10.1016/J.EJOR.2017.11.003

access: closed

type: Journal Article

metadata version: 2025-03-03

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Sriram Sankaranarayanan, Felipe Feijoo, Sauleh Siddiqui:
Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets. Eur. J. Oper. Res. 268(1): 25-36 (2018)

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