Sample-path solution of stochastic variational inequalities
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- scientific article; zbMATH DE number 1114461
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Analysis of Sample-Path Optimization
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- Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
Cited in
(only showing first 100 items - show all)- Sensitivity analysis of stochastic constraint and variational systems via generalized differentiation
- Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
- Bias reduction in sample-based optimization
- Robust solutions to box-constrained stochastic linear variational inequality problem
- Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
- New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
- A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
- Robust solutions to uncertain linear complementarity problems
- A smooth penalty-based sample average approximation method for stochastic complementarity problems
- Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
- Convergence theory for nonconvex stochastic programming with an application to mixed logit
- Expected residual minimization method for stochastic variational inequality problems
- Stochastic absolute value equations
- Deterministic bicriteria model for stochastic variational inequalities
- Smoothing methods for nonsmooth, nonconvex minimization
- Monotonicity and complexity of multistage stochastic variational inequalities
- An accelerated stochastic extragradient-like algorithm with new stepsize rules for stochastic variational inequalities
- Optimal threshold levels in stochastic fluid models via simulation-based optimization
- Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems
- Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
- Regularizations for stochastic linear variational inequalities
- A variational inequality model of the spatial price network problem with uncertain data
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- The distributionally robust optimization reformulation for stochastic complementarity problems
- A two stage stochastic equilibrium model for electricity markets with two way contracts
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
- Dynamic oligopolistic games under uncertainty: A stochastic programming approach
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
- Stochastic approximation methods for the two-stage stochastic linear complementarity problem
- Moderate deviations for stochastic variational inequalities
- Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
- Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- On a Class of Random Variational Inequalities on Random Sets
- Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
- Stochastic variational formulation for a general random time-dependent economic equilibrium problem
- Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- A variational-inequality approach to stochastic boundary value problems with inequality constraints and its application to contact and elastoplasticity
- Stochastic equilibrium models for generation capacity expansion
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems
- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach
- scientific article; zbMATH DE number 1114461 (Why is no real title available?)
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Two-stage non-cooperative games with risk-averse players
- Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
- On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
- Stochastic variational inequalities: single-stage to multistage
- Approximating stationary points of stochastic optimization problems in Banach space
- Properties of expected residual minimization model for a class of stochastic complementarity problems
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- Stochastic R₀ tensors to stochastic tensor complementarity problems
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
- The distributionally robust complementarity problem
- Approximations of Nash equilibria
- Sample average approximation method for a class of stochastic variational inequality problems
- Smoothing nonmonotone Barzilai-Borwein gradient method and its application to stochastic linear complementarity problems
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
- Confidence regions of two‐stage stochastic linear complementarity problems
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
- Sample average approximation method for a class of stochastic vector variational inequalities
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
- Some equilibrium problems under uncertainty and random variational inequalities
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
- New reformulations for stochastic nonlinear complementarity problems
- Confidence regions of stochastic variational inequalities: error bound approach
- A smoothing Newton method for solving a class of stochastic linear complementarity problems
- Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality
- Optimality functions in stochastic programming
- Approximating Nash equilibria in nonzero-sum games
- A new method to build confidence regions for solutions of stochastic variational inequalities
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy
- A prediction-correction ADMM for multistage stochastic variational inequalities
- CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
- Random variational inequalities and the random traffic equilibrium problem
- A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- Robust solution of monotone stochastic linear complementarity problems
- Variance-based subgradient extragradient method for stochastic variational inequality problems
- Solving stochastic complementarity problems in energy market modeling using scenario reduction
- A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities
- Sample average approximation of conditional value-at-risk based variational inequalities
- A bi‐level programming framework for identifying optimal parameters in portfolio selection
- Pricing American options with uncertain volatility through stochastic linear complementarity models
- Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
- On general infinite dimensional complementarity problems
- Random equilibrium problems on networks
- Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method
- Modified Stochastic Extragradient Methods for Stochastic Variational Inequality
- Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
- Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets
- Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
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