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

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Publication date: 6 January 2017

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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 (3)

• CVaR-based formulation and approximation method for a class of stochastic variational inequality problems
• Neural network smoothing approximation method for stochastic variational inequality problems
• CVaR-based formulation and approximation method for stochastic variational inequalities

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