{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,21]],"date-time":"2026-04-21T16:58:34Z","timestamp":1776790714050,"version":"3.51.2"},"reference-count":30,"publisher":"American Mathematical Society (AMS)","issue":"267","license":[{"start":{"date-parts":[[2010,1,21]],"date-time":"2010-01-21T00:00:00Z","timestamp":1264032000000},"content-version":"am","delay-in-days":365,"URL":"https:\/\/www.ams.org\/publications\/copyright-and-permissions"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Math. Comp."],"abstract":"<p>In this paper, we consider a new formulation with recourse for a class of stochastic nonlinear complementarity problems. We show that the new formulation is equivalent to a smooth semi-infinite program that no longer contains recourse variables. We then propose a combined Monte Carlo sampling and penalty method for solving the problem in which the underlying sample space is assumed to be compact. Furthermore, we suggest a compact approximation approach for the case where the sample space is unbounded. Two preliminary numerical examples are included as well.<\/p>","DOI":"10.1090\/s0025-5718-09-02206-6","type":"journal-article","created":{"date-parts":[[2009,4,27]],"date-time":"2009-04-27T13:47:33Z","timestamp":1240840053000},"page":"1671-1686","source":"Crossref","is-referenced-by-count":16,"title":["Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems"],"prefix":"10.1090","volume":"78","author":[{"given":"Gui-Hua","family":"Lin","sequence":"first","affiliation":[]}],"member":"14","published-online":{"date-parts":[[2009,1,21]]},"reference":[{"issue":"4","key":"1","doi-asserted-by":"publisher","first-page":"739","DOI":"10.1287\/moor.1060.0215","article-title":"Solving stochastic mathematical programs with complementarity constraints using simulation","volume":"31","author":"Birbil, \u015e. \u0130lker","year":"2006","journal-title":"Math. Oper. 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