CVaR-based formulation and approximation method for a class of stochastic quasi-variational inequality problems (Q3181007)
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scientific article; zbMATH DE number 6672264
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| English | CVaR-based formulation and approximation method for a class of stochastic quasi-variational inequality problems |
scientific article; zbMATH DE number 6672264 |
Statements
6 January 2017
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stochastic quasi-variational inequality problem
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CVaR
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regularized gap function
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smoothing technique
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Monte Carlo method
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0.8975662589073181
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0.886208176612854
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0.8418835997581482
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0.8286392092704773
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