Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
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Publication:5881324
DOI10.4208/jcm.2109-m2020-0099OpenAlexW4319780087MaRDI QIDQ5881324
Publication date: 9 March 2023
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/jcm.2109-m2020-0099
stochastic variational inequalitiesstochastic generalized Nash equilibriumgradient consistencyCVaR formulationexpected residual minimization model
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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