Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities

DOI10.1016/J.AUTOMATICA.2021.110120zbMath1483.49015arXiv2005.09420OpenAlexW3026171811MaRDI QIDQ2071967

Kostas Margellos, Filippo Fabiani, Paul J. Goulart

Publication date: 31 January 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.09420

zbMATH Keywords

variational inequalitiesuncertainty.

Mathematics Subject Classification ID

Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria

Uses Software

• Gurobi

Cites Work

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