Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
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Publication:1680974
DOI10.1007/S10107-017-1116-9zbMATH Open1386.90096OpenAlexW2580617349MaRDI QIDQ1680974FDOQ1680974
Authors: Jie Zhang, Huifu Xu, Liwei Zhang 
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
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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
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- Title not available (Why is that?)
- Finite-Dimensional Variational Inequalities and Complementarity Problems
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- Integrals of set-valued functions
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- Characterization of the robust isolated calmness for a class of conic programming problems
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Cited In (12)
- 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
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Asymptotic analysis for a stochastic semidefinite programming
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions
- Quantitative stability analysis of stochastic generalized equations
- Quantitative stability and empirical approximation of risk-averse models induced by two-stage stochastic programs with full random recourse
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
- Quantitative stability analysis for minimax distributionally robust risk optimization
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