Preface (Q5970245): Difference between revisions

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-.1007/s10107-017-1186-8
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+On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
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+Two-stage stochastic variational inequalities: an ERM-solution procedure
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+Accelerated schemes for a class of variational inequalities
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+Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
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+Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
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+Two-stage non-cooperative games with risk-averse players
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+On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
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+Stochastic variational inequalities: single-stage to multistage
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+SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
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+On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
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+Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
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+.1007/S10107-017-1186-8
@@ Property / DOI: 10.1007/S10107-017-1186-8 / rank @@
+Normal rank