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Stochastic Complementarity Problems: Algorithms and Models

Principal Investigator(s): 

Abstract: 

Dr. Steven A. Gabriel, Dr. Dave Fuller (UW=University of Waterloo), Dr. Jifang Zhuang (Ph.D., CEE UMD, 2005 and Chevron), and Ruud Egging (Ph.D. Candidate, CEE UMD) are developing methods for solving stochastic complementarity problems including scenario reduction and Benders decomposition. The methods are being tested on energy applications.