Robust solutions to box-constrained stochastic linear variational inequality problem
From MaRDI portal
Publication:2410509
DOI10.1186/s13660-017-1529-2zbMath1372.90107OpenAlexW2763375146WikidataQ47151117 ScholiaQ47151117MaRDI QIDQ2410509
Publication date: 18 October 2017
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-017-1529-2
Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Cites Work
- Unnamed Item
- Expected value model for optimizing the multiple bus headways
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Stochastic programming approach to optimization under uncertainty
- Expected residual minimization method for stochastic variational inequality problems
- A supply chain network equilibrium model with random demands.
- Sample-path solution of stochastic variational inequalities
- On the convergence of descent methods for monotone variational inequalities
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
- Robust Wardrop Equilibrium
- The Traffic Equilibrium Problem with Nonadditive Path Costs
- Introduction to Stochastic Programming
- System-Optimal Routing of Traffic Flows with User Constraints in Networks with Congestion
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Convex Analysis