CVaR-based formulation and approximation method for stochastic variational inequalities (Q550504)
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scientific article; zbMATH DE number 5919339
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| English | CVaR-based formulation and approximation method for stochastic variational inequalities |
scientific article; zbMATH DE number 5919339 |
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CVaR-based formulation and approximation method for stochastic variational inequalities (English)
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11 July 2011
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stochastic variational inequalities
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conditional value at risk
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D-gap function
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Monte Carlo sampling approximation
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smoothing approximation
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convergence
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0.917047917842865
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0.8922131657600403
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0.886208176612854
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0.8578580617904663
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0.8218264579772949
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