On stochastic variational inequalities with mean value constraints
DOI10.1007/S10957-016-0888-ZzbMATH Open1353.49009OpenAlexW2256669079MaRDI QIDQ346830FDOQ346830
Baasansuren Jadamba, Francesca Faraci, Fabio Raciti
Publication date: 30 November 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0888-z
Recommendations
- Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
- Stochastic variational approach for random Cournot-Nash principle
- Uncertainty quantification in variational inequalities. Theory, numerics, and applications
- Stochastic variational inequality problems with additional constraints and their applications in supply chain network equilibria
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
Cournot oligopolyNash equilibriumstochastic variational inequalitiesMosco convergenceprobabilistic constraints
Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Stochastic analysis (60H99)
Cites Work
- Elementary Stochastic Calculus, with Finance in View
- Network economics: a variational inequality approach
- Title not available (Why is that?)
- Optimization with Stochastic Dominance Constraints
- Some equilibrium problems under uncertainty and random variational inequalities
- Random equilibrium problems on networks
- Convergence of convex sets and of solutions of variational inequalities
- On the modeling of some environmental games with uncertain data
- On monotone variational inequalities with random data
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- On generalized Nash equilibrium in infinite dimension: the Lagrange multipliers approach
- On a Class of Random Variational Inequalities on Random Sets
- Probability essentials.
- A class of random variational inequalities and simple random unilateral boundary value problems - existence, discretization, finite element approximation
- Equilibrium of Bayesian fuzzy economies and quasi-variational inequalities with random fuzzy mappings
- Confidence Regions for Stochastic Variational Inequalities
- Sample-path solution of stochastic variational inequalities
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
- Evolutionary variational formulation for oligopolistic market equilibrium problems with production excesses
- Stochastic mathematical programs with equilibrium constraints
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Random variational inequalities and the random traffic equilibrium problem
- Robust solution of monotone stochastic linear complementarity problems
- Global Approximation of Solutions of Time-Dependent Variational Inequalities
- Title not available (Why is that?)
- A mathematical programming approach for determining oligopolistic market equilibrium
- Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach
- A Stochastic Model of Oligopolistic Market Equilibrium Problems
- Title not available (Why is that?)
- Improved noniterative algorithm for solving the traffic equilibrium problem
Cited In (16)
- On the approximation of monotone variational inequalities in \(L^P\) spaces with probability measure
- \(S\)-adapted oligopoly equilibria and approximations in stochastic variational inequalities
- Constrained Monotone Mean-Variance Problem with Random Coefficients
- Penalty method for solving a class of stochastic differential variational inequalities with an application
- Confidence regions of stochastic variational inequalities: error bound approach
- A characterization of Nash equilibrium for the games with random payoffs
- A multiclass network international migration model under shared regulations
- Regularized sample average approximation approach for two-stage stochastic variational inequalities
- Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions
- A stochastic network equilibrium model for electric power markets with uncertain demand
- Congestion control and optimal maintenance of communication networks with stochastic cost functions: a variational formulation
- A finite convergence algorithm for solving linear-quadratic network games with strategic complements and bounded strategies
- Title not available (Why is that?)
- Some new classes of general quasi variational inequalities
- Title not available (Why is that?)
- A migration equilibrium model with uncertain data and movement costs
This page was built for publication: On stochastic variational inequalities with mean value constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q346830)