| Article ID: | iaor20061842 |
| Country: | Germany |
| Volume: | 128 |
| Issue: | 1 |
| Start Page Number: | 221 |
| End Page Number: | 243 |
| Publication Date: | Jan 2006 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Shapiro Alexander |
| Keywords: | complementarity |
In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems.