Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem

zbMATH Open1193.65107MaRDI QIDQ3563019FDOQ3563019

Authors: Rhoda P. Agdeppa, Masao Fukushima, Nobuo Yamashita 

Publication date: 28 May 2010

Recommendations

• Stochastic variational inequalities: residual minimization smoothing sample average approximations
• Method of weighted expected residual for solving stochastic variational inequality problems
• Expected residual minimization method for a class of stochastic quasivariational inequality problems
• Distributionally robust expected residual minimization for stochastic variational inequality problems
• Expected residual minimization method for stochastic variational inequality problems

zbMATH Keywords

convexitynumerical experimentFischer-Burmeister functionregularized gap functiontraffic equilibrium problemD-gap functionexpected residual methodstochastic affine variational inequality problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Numerical methods for variational inequalities and related problems (65K15) Traffic problems in operations research (90B20)

Cited In (21)

• Optimal road maintenance investment in traffic networks with random demands
• Regularizations for stochastic linear variational inequalities
• A variational inequality model of the spatial price network problem with uncertain data
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• A sample average approximation method based on a D-gap function for stochastic variational inequality problems
• Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach
• Two-stage stochastic variational inequalities: an ERM-solution procedure
• Stochastic variational inequalities: single-stage to multistage
• Distributionally robust expected residual minimization for stochastic variational inequality problems
• Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
• Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
• Efficiency and vulnerability analysis for congested networks with random data
• Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
• Expected residual minimization method for a class of stochastic quasivariational inequality problems
• A new gap function for vector variational inequalities with an application
• Method of weighted expected residual for solving stochastic variational inequality problems
• Neural network smoothing approximation method for stochastic variational inequality problems
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities

This page was built for publication: Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3563019)