Journal
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
Volume 5, Issue 4, Pages 623-637Publisher
WORLD SCIENTIFIC PUBL CO PTE LTD
DOI: 10.1142/S0219622006002192
Keywords
uncertainty; stochastic equilibrium model; robust optimization; second-order cone problem
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In this paper, we give a brief summary of the author's recent attempts conducted in collaboration with a number of co-authors to deal with uncertainty in various optimization problems, including complementarity problem, mathematical program with equilibrium constraints, as well as applications in data mining, mathematical finance, and game theory.
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