Uncertainty Quantification in Variational Inequalities

DOI10.1201/9781315228969zbMath1479.49002OpenAlexW4200368386MaRDI QIDQ5857646

Baasansuren Jadamba, Joachim Gwinner, Fabio Raciti, Akhtar A. Khan

Publication date: 2 April 2021

Full work available at URL: https://doi.org/10.1201/9781315228969

zbMATH Keywords

fairnessprojection methodsutility functionsextragradient methodsuncertainty quantificationgap functionsrandom noiseNash equilibrium problemellipticity conditionrandom dataMinty trickrandom Wardrop equilibrium condition

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Variational inequalities (49J40) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Traffic problems in operations research (90B20) General equilibrium theory (91B50) Numerical solutions to stochastic differential and integral equations (65C30) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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