Distributionally robust stochastic variational inequalities
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Publication:6044981
DOI10.1007/s10107-022-01889-2zbMath1519.90245OpenAlexW4296962099MaRDI QIDQ6044981
Alexander Shapiro, Xiaojun Chen, Hailin Sun
Publication date: 25 May 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-022-01889-2
monotonicityvariational inequalitiesstochastic gamesdistributional robustnesssample average approximation
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Robustness in mathematical programming (90C17)
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