CVaR-based formulation and approximation method for stochastic variational inequalities (Q550504)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | CVaR-based formulation and approximation method for stochastic variational inequalities |
scientific article |
Statements
CVaR-based formulation and approximation method for stochastic variational inequalities (English)
0 references
11 July 2011
0 references
stochastic variational inequalities
0 references
conditional value at risk
0 references
D-gap function
0 references
Monte Carlo sampling approximation
0 references
smoothing approximation
0 references
convergence
0 references