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