Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions

DOI10.1007/BF02073590zbMATH Open0804.90098MaRDI QIDQ1308652FDOQ1308652

Authors: Richard McLean 

Publication date: 10 December 1993

Published in: Annals of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

approximationportfolio choicestochastic variational inequalitiesmonotone operatorsstochastic Ky Fan inequalities

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited In (2)

• New existence theorems for quasi-variational inequalities and applications to financial models
• On the characterization of solution sets of smooth and nonsmooth convex stochastic Nash games

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