Two-stage stochastic variational inequality arising from stochastic programming

DOI10.1007/s10957-020-01686-xzbMath1443.49026OpenAlexW3034269212MaRDI QIDQ779877

Chao Zhang, Min Li

Publication date: 14 July 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-020-01686-x

zbMATH Keywords

stochastic programmingdiscrete approximationtwo-stage stochastic variational inequalitywater resources management under uncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15) Discrete approximations in optimal control (49M25) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Existence of optimal solutions to problems involving randomness (49J55)

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• Preface