Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
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Publication:1680974
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Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
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- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Characterization of the robust isolated calmness for a class of conic programming problems
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- Confidence regions for stochastic variational inequalities
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
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- Generalization of the Theorem of Glivenko-Cantelli
- Generalized equations and their solutions, Part I: Basic theory
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Integrals of set-valued functions
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- Quantitative stability analysis of stochastic generalized equations
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- Sensitivity analysis for nonsmooth generalized equations
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Cited in
(12)- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Asymptotic analysis for a stochastic semidefinite programming
- Preface
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- Quantitative stability analysis of stochastic generalized equations
- Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
- Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse
- Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions
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