Two-stage stochastic variational inequality arising from stochastic programming
DOI10.1007/S10957-020-01686-XzbMATH Open1443.49026OpenAlexW3034269212MaRDI QIDQ779877FDOQ779877
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
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- Preface
Cited In (19)
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Stochastic variational inequalities: single-stage to multistage
- Optimal emergency evacuation with uncertainty
- A stochastic Nash equilibrium problem for medical supply competition
- Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convergence properties of two-stage stochastic programming
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Regularized sample average approximation approach for two-stage stochastic variational inequalities
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Discrete approximation for two-stage stochastic variational inequalities
- A two-stage variational inequality for medical supply in emergency management
- Deterministic bicriteria model for stochastic variational inequalities
- Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty
- Monotonicity and complexity of multistage stochastic variational inequalities
- Deviation measures in linear two-stage stochastic programming
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