Stochastic variational inequalities: single-stage to multistage

Author:

Rockafellar R. Tyrrell,Wets Roger J-B

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference29 articles.

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3. Chen, X.J., Wets, R.J.-B., Zhang, Y.: Stochastic variational inequalities: Residual minimization smoothing/sample average approximations. SIAM J. Optim. 22, 649–673 (2012)

4. Chen, X.J., Zhang, Y., Fukushima, M.: Robust solution of monotone stochastic linear complementarity problems. Math. Program. 117, 51–80 (2009)

5. Cottle, R.W., Giannessi, F., Lions, J.-L.: Variational Inequalities and Complementary Problems. Wiley, New York (1980)

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