CVaR-based formulation and approximation method for a class of stochastic quasi-variational inequality problems

DOI10.3969/J.ISSN.1001-8395.2016.03.010zbMATH Open1363.90258MaRDI QIDQ3181007FDOQ3181007

Authors:

Publication date: 6 January 2017

Recommendations

• CVaR-based formulation and approximation method for a class of stochastic variational inequality problems
• CVaR-based formulation and approximation method for stochastic variational inequalities
• Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
• Neural network smoothing approximation method for stochastic variational inequality problems
• Sample average approximation method for a class of stochastic variational inequality problems

zbMATH Keywords

Monte Carlo methodregularized gap functionCVaRsmoothing techniquestochastic quasi-variational inequality problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cited In (1)

• CVaR-based formulation and approximation method for stochastic variational inequalities

This page was built for publication: CVaR-based formulation and approximation method for a class of stochastic quasi-variational inequality problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3181007)