On the existence of solutions to stochastic quasi-variational inequality and complementarity problems (Q1680969): Difference between revisions

Latest revision as of 17:34, 14 July 2024

scientific article; zbMATH DE number 5995779

On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games

Language	Label	Description	Also known as
English	On the existence of solutions to stochastic quasi-variational inequality and complementarity problems	scientific article; zbMATH DE number 5995779	On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games

Statements

instance of

scholarly article

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title

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems (English)

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On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games (English)

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Mathematical Programming. Series A. Series B

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SIAM Journal on Optimization

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publication date

17 November 2017

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9 January 2012

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full work available at URL

https://arxiv.org/abs/1306.0586

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MaRDI profile type

MaRDI publication profile

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zbMATH Keywords

stochastic programming

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variational inequalities

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stochastic Nash games

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Nash equilibrium

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nonsmooth optimization

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game theory

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cites work

Set-valued analysis

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Integrals of set-valued functions

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Q3182207

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Introduction to Stochastic Programming

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The Generalized Quasi-Variational Inequality Problem

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Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations

0 references

Q4003375

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Finite-Dimensional Variational Inequalities and Complementarity Problems

0 references

Stochastic $R_0$ Matrix Linear Complementarity Problems

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Q2816007

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Sample-path solution of stochastic variational inequalities

0 references

Random equilibrium problems on networks

0 references

Some equilibrium problems under uncertainty and random variational inequalities

0 references

Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

0 references

Generalized Nash games and quasi-variational inequalities

0 references

On some non-linear elliptic differential functional equations

0 references

Nash-Cournot Equilibria in Electric Power Markets with Piecewise Linear Demand Functions and Joint Constraints

0 references

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

0 references

Solving variational inequalities with Stochastic Mirror-Prox algorithm

0 references

Generalized complementarity problem

0 references

On the solution existence of pseudomonotone variational inequalities

0 references

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

0 references

Equilibrium models and variational inequalities.

0 references

Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

0 references

Q4421713

0 references

Q3161684

0 references

Confidence Regions for Stochastic Variational Inequalities

0 references

Convergence results of the ERM method for nonlinear stochastic variational inequality problems

0 references

Properties of expected residual minimization model for a class of stochastic complementarity problems

0 references

Q4917945

0 references

Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions

0 references

Joint Sensing and Power Allocation in Nonconvex Cognitive Radio Games: Nash Equilibria and Distributed Algorithms

0 references

Complementarity formulations and existence of solutions of dynamic multi-rigid-body contact problems with Coulomb friction

0 references

Optimality conditions in portfolio analysis with general deviation measures

0 references

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

0 references

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

0 references

Generalized equations and their solutions, Part I: Basic theory

0 references

Strongly Regular Generalized Equations

0 references

Generalized deviations in risk analysis

0 references

A Complementarity Framework for Forward Contracting Under Uncertainty

0 references

Lectures on Stochastic Programming

0 references

Sample average approximation method for a class of stochastic variational inequality problems

0 references

SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

0 references

Stochastic Nash equilibrium problems: sample average approximation and applications

0 references

Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints

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Identifiers

zbMATH Open document ID

1375.90231

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1235.90109

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DOI

10.1007/s10107-017-1179-7

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10.1137/100792644

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1680969

@@ Property / cites work @@
+Set-valued analysis
@@ Property / cites work: Set-valued analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Integrals of set-valued functions
@@ Property / cites work: Integrals of set-valued functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+The Generalized Quasi-Variational Inequality Problem
+Normal rank
@@ Property / cites work @@
+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
+Normal rank
@@ Property / cites work @@
+Q4003375
@@ Property / cites work: Q4003375 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Stochastic $R_0$ Matrix Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Q2816007
@@ Property / cites work: Q2816007 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample-path solution of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Random equilibrium problems on networks
@@ Property / cites work: Random equilibrium problems on networks / rank @@
+Normal rank
@@ Property / cites work @@
+Some equilibrium problems under uncertainty and random variational inequalities
+Normal rank
@@ Property / cites work @@
+Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
+Normal rank
@@ Property / cites work @@
+Generalized Nash games and quasi-variational inequalities
+Normal rank
@@ Property / cites work @@
+On some non-linear elliptic differential functional equations
+Normal rank
@@ Property / cites work @@
+Nash-Cournot Equilibria in Electric Power Markets with Piecewise Linear Demand Functions and Joint Constraints
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
+Normal rank
@@ Property / cites work @@
+Solving variational inequalities with Stochastic Mirror-Prox algorithm
+Normal rank
@@ Property / cites work @@
+Generalized complementarity problem
@@ Property / cites work: Generalized complementarity problem / rank @@
+Normal rank
@@ Property / cites work @@
+On the solution existence of pseudomonotone variational inequalities
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Equilibrium models and variational inequalities.
@@ Property / cites work: Equilibrium models and variational inequalities. / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
+Normal rank
@@ Property / cites work @@
+Q4421713
@@ Property / cites work: Q4421713 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3161684
@@ Property / cites work: Q3161684 / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Regions for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Convergence results of the ERM method for nonlinear stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+Properties of expected residual minimization model for a class of stochastic complementarity problems
+Normal rank
@@ Property / cites work @@
+Q4917945
@@ Property / cites work: Q4917945 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions
+Normal rank
@@ Property / cites work @@
+Joint Sensing and Power Allocation in Nonconvex Cognitive Radio Games: Nash Equilibria and Distributed Algorithms
+Normal rank
@@ Property / cites work @@
+Complementarity formulations and existence of solutions of dynamic multi-rigid-body contact problems with Coulomb friction
+Normal rank
@@ Property / cites work @@
+Optimality conditions in portfolio analysis with general deviation measures
+Normal rank
@@ Property / cites work @@
+Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach
+Normal rank
@@ Property / cites work @@
+On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
+Normal rank
@@ Property / cites work @@
+Generalized equations and their solutions, Part I: Basic theory
+Normal rank
@@ Property / cites work @@
+Strongly Regular Generalized Equations
@@ Property / cites work: Strongly Regular Generalized Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A Complementarity Framework for Forward Contracting Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Sample average approximation method for a class of stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
+Normal rank
@@ Property / cites work @@
+Stochastic Nash equilibrium problems: sample average approximation and applications
+Normal rank
@@ Property / cites work @@
+Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints
+Normal rank