Two-stage stochastic variational inequalities: theory, algorithms and applications
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Publication:2033981
DOI10.1007/S40305-019-00267-8zbMATH Open1474.90484OpenAlexW2980314911WikidataQ127079543 ScholiaQ127079543MaRDI QIDQ2033981FDOQ2033981
Authors: Hailin Sun, Xiaojun Chen 
Publication date: 18 June 2021
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-019-00267-8
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two-stage stochastic variational inequalitytwo-stage stochastic complementary problemtwo-stage stochastic games
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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Cited In (27)
- Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Convergence of discrete approximation for differential linear stochastic complementarity systems
- Stochastic variational inequalities: single-stage to multistage
- Approximation Algorithms for 2-Stage Stochastic Optimization Problems
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- Two-stage stochastic variational inequality arising from stochastic programming
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- Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
- Distributionally robust stochastic variational inequalities
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- Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty
- Monotonicity and complexity of multistage stochastic variational inequalities
- Statistical robustness of two-stage stochastic variational inequalities
- Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities
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