Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation
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Cites work
- A continuous-time linear complementarity system for dynamic user equilibria in single bottleneck traffic flows
- Bounds on the number of switchings for trajectories of piecewise analytic vector fields
- Computational error bounds for a differential linear variational inequality
- Conewise Linear Systems: Non‐Zenoness and Observability
- Convergence analysis of sample average approximation of two-stage stochastic generalized equations
- Convergence of regularized time-stepping methods for differential variational inequalities
- Convergence of the EDIIS algorithm for nonlinear equations
- Differential variational inequalities
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- scientific article; zbMATH DE number 53115 (Why is no real title available?)
- Lectures on Stochastic Programming
- Linear Complementarity Systems: Zeno States
- Lyapunov Stability of Complementarity and Extended Systems
- Newton iterations in implicit time-stepping scheme for differential linear complementarity systems
- Non-zenoness of a class of differential quasi-variational inequalities
- Ordinary differential equations with applications
- Perturbation Bounds of P-Matrix Linear Complementarity Problems
- Quadratic stability and stabilization of bimodal piecewise linear systems
- Robust Non-Zenoness of Piecewise Affine Systems with Applications to Linear Complementarity Systems
- Solution dependence on initial conditions in differential variational inequalities
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Stochastic variational inequalities: single-stage to multistage
- Strongly Regular Differential Variational Systems
- Strongly Regular Generalized Equations
- Two-stage stochastic variational inequalities: an ERM-solution procedure
Cited in
(8)- Convergence of discrete approximation for differential linear stochastic complementarity systems
- Local regularity estimates for general discrete dynamic programming equations
- Convergence of regularized time-stepping methods for differential variational inequalities
- Continuous Selections of Solutions to Parametric Variational Inequalities
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Entire solutions of stochastic unbounded delay evolution variational inequalities driven by tempered fractional noise with an exponential dichotomy
- Dynamic systems coupled with solutions of stochastic nonsmooth convex optimization
- Logarithmic Sobolev inequality in the variable exponent setting and its applications to hyperbolic differential equations with a logarithmic source term
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