Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms (Q5231685): Difference between revisions

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-Jie Sun
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+Jie Sun
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+Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations
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+Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
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+The Linear Complementarity Problem
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+Two-stage non-cooperative games with risk-averse players
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+A nonsmooth version of Newton's method
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+On the Maximality of Sums of Nonlinear Monotone Operators
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+Monotone Operators and the Proximal Point Algorithm
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+Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+Programming Under Uncertainty: The Equivalent Convex Program
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+Publication:5231685