On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

DOI10.1007/s10107-017-1179-7zbMath1375.90231arXiv1306.0586OpenAlexW2964080846MaRDI QIDQ1680969

Uma Ravat, Uday V. Shanbhag

Publication date: 17 November 2017

Published in: SIAM Journal on Optimization, Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.0586

zbMATH Keywords

game theorynonsmooth optimizationstochastic programmingvariational inequalitiesNash equilibriumstochastic Nash games

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

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