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

DOI10.1007/BF02073590zbMath0804.90098MaRDI QIDQ1308652

Richard P. McLean

Publication date: 10 December 1993

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

approximationmonotone operatorsportfolio choicestochastic variational inequalitiesstochastic Ky Fan inequalities

Mathematics Subject Classification ID

Stochastic programming (90C15)

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New existence theorems for quasi-variational inequalities and applications to financial models ⋮ On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

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