Two-stage stochastic variational inequalities: an ERM-solution procedure
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Publication:1680962
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- Engineering and Economic Applications of Complementarity Problems
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- Equilibrium routing under uncertainty
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Cited in
(47)- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
- Confidence regions of two‐stage stochastic linear complementarity problems
- Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
- Distributionally robust stochastic variational inequalities
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
- Convergence analysis of sample average approximation of two-stage stochastic generalized equations
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Two-stage stochastic variational inequality arising from stochastic programming
- An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
- Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
- Discrete approximation for two-stage stochastic variational inequalities
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Solving Two-Stage Stochastic Variational Inequalities by a Hybrid Projection Semismooth Newton Algorithm
- Sample average approximation method for a class of stochastic vector variational inequalities
- Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- Preface
- Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
- Expected residual minimization method for monotone stochastic tensor complementarity problem
- A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
- A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
- Stochastic variational inequalities: single-stage to multistage
- Monotonicity and complexity of multistage stochastic variational inequalities
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach
- Stochastic approximation methods for the two-stage stochastic linear complementarity problem
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Continuous Selections of Solutions to Parametric Variational Inequalities
- Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Random activations in primal-dual splittings for monotone inclusions with a priori information
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- A prediction-correction ADMM for multistage stochastic variational inequalities
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
- Moderate deviations for stochastic variational inequalities
- On a class of generalized stochastic Browder mixed variational inequalities
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
- Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse
- A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems
- Regularized sample average approximation approach for two-stage stochastic variational inequalities
- Stochastic structured tensors to stochastic complementarity problems
- Statistical robustness of two-stage stochastic variational inequalities
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