Distributionally robust stochastic variational inequalities
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Cites work
- Accelerated schemes for a class of variational inequalities
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Coderivative and monotonicity of continuous mappings
- Consistency of sample estimates of risk averse stochastic programs
- Convergence analysis for distributionally robust optimization and equilibrium problems
- Convergence analysis of sample average approximation of two-stage stochastic generalized equations
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Distributionally robust stochastic programming
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Handbook of generalized convexity and generalized monotonicity
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
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- scientific article; zbMATH DE number 3200971 (Why is no real title available?)
- Lectures on stochastic programming. Modeling and theory.
- Markov Processes and the H-Theorem
- On robust solutions to uncertain linear complementarity problems and their variants
- Overlapping batches for the assessment of solution quality in stochastic programs
- Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
- Robust solutions to uncertain linear complementarity problems
- Scenario reduction algorithms in stochastic programming
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Stochastic variational inequalities: single-stage to multistage
- The Price of Robustness
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Two-stage stochastic variational inequalities: theory, algorithms and applications
Cited in
(13)- Distributionally robust expectation inequalities for structured distributions
- Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities
- Statistical robustness of two-stage stochastic variational inequalities
- Distributionally robust optimization with moment ambiguity sets
- Robust solutions to box-constrained stochastic linear variational inequality problem
- Robust mean variance optimization problem under Rényi divergence information
- Distributionally robust chance constrained games under Wasserstein ball
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Quantitative stability for a class of stochastic vector linear variational inequalities
- Distributionally robust optimization with polynomial robust constraints
- Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
- A distributed stochastic forward-backward-forward self-adaptive algorithm for Cartesian stochastic variational inequalities
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