Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints (Q5881324)

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scientific article; zbMATH DE number 7661691
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Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
scientific article; zbMATH DE number 7661691

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    Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints (English)
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    9 March 2023
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    stochastic generalized Nash equilibrium
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    stochastic variational inequalities
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    expected residual minimization model
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    CVaR formulation
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    gradient consistency
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