Two-stage stochastic variational inequalities: an ERM-solution procedure
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Publication:1680962
DOI10.1007/S10107-017-1132-9zbMATH Open1386.90157DBLPjournals/mp/ChenPW17OpenAlexW2597644112WikidataQ57511131 ScholiaQ57511131MaRDI QIDQ1680962FDOQ1680962
Authors: Xiaojun Chen, Ting Kei Pong, Roger J.-B. Wets 
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-017-1132-9
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regularized gap functionsplitting methodstochastic variational inequalitiesexpected residual minimizationWardrop equilibriumstochastic program with recourse
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (47)
- Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
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- Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
- A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
- Preface
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
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- Statistical robustness of two-stage stochastic variational inequalities
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