Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
DOI10.1007/S10107-017-1116-9zbMATH Open1386.90096OpenAlexW2580617349MaRDI QIDQ1680974FDOQ1680974
Liwei Zhang, Jie Zhang, Huifu Xu
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/410156/1/SQVIP_R3_06_Dec_2016.pdf
quantitative stability analysismathematical program with SQVIP constraintsmathematical program with stochastic semidefinite constraintsstochastic quasi-variational inequality
Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Variational Analysis
- Generalization of the Theorem of Glivenko-Cantelli
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- Strongly Regular Generalized Equations
- The Generalized Quasi-Variational Inequality Problem
- Title not available (Why is that?)
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Title not available (Why is that?)
- Sensitivity Analysis of Parameterized Variational Inequalities
- Set-valued analysis
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
- Lectures on Stochastic Programming
- An Application of Error Bounds for Convex Programming in a Linear Space
- Generalized equations and their solutions, Part I: Basic theory
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Integrals of set-valued functions
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Confidence Regions for Stochastic Variational Inequalities
- Sensitivity analysis of generalized equations
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Sensitivity Analysis for Cone-Constrained Optimization Problems Under the Relaxed Constraint Qualifications
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- Approximations for Probability Distributions and Stochastic Optimization Problems
- Quantitative Stability Analysis of Stochastic Generalized Equations
- Stochastic variational inequalities: single-stage to multistage
- Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization
- Sensitivity analysis for nonsmooth generalized equations
- Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems
- Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games
Cited In (11)
- Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
- Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
- Preface
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse
- Asymptotic analysis for a stochastic semidefinite programming
- Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Quantitative stability analysis for minimax distributionally robust risk optimization
Uses Software
This page was built for publication: Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1680974)
