Two-stage stochastic variational inequality arising from stochastic programming

DOI10.1007/S10957-020-01686-XMaRDI QIDQ779877zbMATH OpenOpenAlexFDO

Authors Min Li, Chao Zhang

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

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
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• Expected residual minimization method for stochastic variational inequality problems
• Lectures on Stochastic Programming
• On the projected subgradient method for nonsmooth convex optimization in a Hilbert space
• Preface
• Robust solution of monotone stochastic linear complementarity problems
• Sample average approximation methods for a class of stochastic variational inequality problems
• Sample-path solution of stochastic variational inequalities
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
• Solving Lagrangian variational inequalities with applications to stochastic programming
• Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
• Stochastic second-order cone programming in mobile ad hoc networks
• Stochastic second-order cone programming: applications models
• The \(SC^1\) 1property of an expected residual function arising from stochastic complementarity problems
• Variational Analysis

Cited in

(20)

• Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
• A stochastic Nash equilibrium problem for medical supply competition
• A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
• Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
• Discrete approximation for two-stage stochastic variational inequalities
• scientific article; zbMATH DE number 1187207 (Why is no real title available?)
• Deviation measures in linear two-stage stochastic programming
• Deterministic bicriteria model for stochastic variational inequalities
• Two-stage stochastic variational inequalities: an ERM-solution procedure
• Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty
• scientific article; zbMATH DE number 775092 (Why is no real title available?)
• Stochastic variational inequalities: single-stage to multistage
• Monotonicity and complexity of multistage stochastic variational inequalities
• Distributionally robust variational inequalities: relaxation, quantification and discretization
• A two-stage variational inequality for medical supply in emergency management
• Optimal emergency evacuation with uncertainty
• A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
• Solving Lagrangian variational inequalities with applications to stochastic programming
• Convergence properties of two-stage stochastic programming
• Regularized sample average approximation approach for two-stage stochastic variational inequalities

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