Two-stage stochastic variational inequalities: an ERM-solution procedure

Author:

Chen Xiaojun,Pong Ting Kei,Wets Roger J-B.

Funder

Research Grants Council, University Grants Committee, Hong Kong (HK)

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference70 articles.

1. Agdeppa, R., Yamashita, N., Fukushima, M.: Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem. Pac. J. Optim. 6, 3–19 (2010)

2. Attouch, H., Wets, R.: Epigraphical processes: laws of large numbers for random lsc functions. Sémin. d’Anal. Convexe 13, 1–29 (1990)

3. Bauschke, H., Combettes, P.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces. Springer, Berlin (2011)

4. Beckmann, M., McGuire, C., Winsten, C.: Studies in the Economics of Transportation. Yale University Press, New Haven (1956)

5. Cruz, J.Y.B., Iusem, A.: Convergence of direct methods for paramonotone variational inequalities. Comput. Optim. Appl. 46, 247–263 (2010)

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