Discrete approximation for two-stage stochastic variational inequalities-Reference-Cited by-同舟云学术

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Discrete approximation for two-stage stochastic variational inequalities

Published:2023-11-14 Issue: Volume: Page:
ISSN:0925-5001
Container-title:Journal of Global Optimization
language:en
Short-container-title:J Glob Optim

Author:

Jiang Jie^ORCID,Sun Hailin^ORCID

Funder

Postdoctoral Research Foundation of China

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization,Computer Science Applications,Business, Management and Accounting (miscellaneous)

Link

https://link.springer.com/content/pdf/10.1007/s10898-023-01337-1.pdf

Reference25 articles.

1. Rockafellar, R.T., Wets, R.J.-B.: Stochastic variational inequalities: single-stage to multistage. Math. Progr. 165(1), 331–360 (2017)

2. Chen, X., Pong, T.K., Wets, R.J.-B.: Two-stage stochastic variational inequalities: an ERM-solution procedure. Math. Progr. 165(1), 71–111 (2017)

3. Zhang, M., Sun, J., Xu, H.: Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms. SIAM J. Optim. 29(3), 1799–1818 (2019)

4. Jiang, J., Shi, Y., Wang, X., Chen, X.: Regularized two-stage stochastic variational inequalities for Cournot-Nash equilibrium under uncertainty. J. Comput. Math. 37(6), 813–842 (2019)

5. Li, M., Zhang, C.: Two-stage stochastic variational inequality arising from stochastic programming. J. Optim. Theory Appl. 186(1), 324–343 (2020)

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