Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey
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survey paperstochastic variational inequality problemstochastic complementarity problemstochastic mathematical program with equilibrium constraints
Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Numerical methods for variational inequalities and related problems (65K15)
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- Regularizations for stochastic linear variational inequalities
- Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities
- 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
- From deterministic to stochastic equilibrium problems
- Are weaker stationarity concepts of stochastic MPCC problems significant in absence of SMPCC-LICQ?
- Stochastic mathematical programs with hybrid equilibrium constraints
- Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
- Stochastic equilibrium models for generation capacity expansion
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems
- Two-stage non-cooperative games with risk-averse players
- Stochastic golden ratio algorithm to non-convex stochastic mixed variational inequality problem
- On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems
- Two-stage stochastic linear programs with incomplete information on uncertainty
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
- A survey on bilevel optimization under uncertainty
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
- Risk-averse models in bilevel stochastic linear programming
- Sample average approximation method for a class of stochastic vector variational inequalities
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- scientific article; zbMATH DE number 2190120 (Why is no real title available?)
- CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
- Feasibility problems with complementarity constraints
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
- Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management
- A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Variance-based subgradient extragradient method for stochastic variational inequality problems
- Bilevel direct search method for leader-follower problems and application in health insurance
- Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
- 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
- Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
- Expected residual minimization formulation for a class of stochastic vector variational inequalities
- Accelerated schemes for a class of variational inequalities
- Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
- On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
- Nonlinear complementarity function and its application in uncertain programming
- Several developments of variational inequalities and complementarity problems, bilevel programming and MPEC
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- On the computational complexity of games with uncertainty
- Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization
- Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
- Neural network smoothing approximation method for stochastic variational inequality problems
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
- A note on stability for risk-averse stochastic complementarity problems
- New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems
- A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems
- Stochastic programming with equilibrium constraints
- Deterministic bicriteria model for stochastic variational inequalities
- Smoothing methods for nonsmooth, nonconvex minimization
- Sample average approximation method for a class of stochastic generalized Nash equilibrium problems
- A kind of stochastic eigenvalue complementarity problems
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