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Imputing a variational inequality function or a convex objective function: A robust approach

  • Published:2018-01 Issue:2 Volume:457 Page:1675-1695
  • ISSN:0022-247X
  • Container-title:Journal of Mathematical Analysis and Applications
  • language:en
  • Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Thai JérômeORCID,Bayen Alexandre M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference26 articles.

1. Apprenticeship learning via inverse reinforcement learning;Abbeel,2004

2. Econometric tools for analyzing market outcomes;Ackerberg,2007

3. Solving asymmetric variational inequalities via convex optimization;Aghassi;Oper. Res. Lett.,2006

4. Estimating dynamic models of imperfect competition;Bajari;Econometrica,2007

5. Non-linear Parametric Optimization;Bank,1983

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2. Contextual Inverse Optimization: Offline and Online Learning;Operations Research;2023-08-02

3. Data-Driven Inverse Optimization for Marginal Offer Price Recovery in Electricity Markets;Proceedings of the 14th ACM International Conference on Future Energy Systems;2023-06-16

4. Assessing the Quality of a Set of Basis Functions for Inverse Optimal Control via Projection onto Global Minimizers;2022 IEEE 61st Conference on Decision and Control (CDC);2022-12-06

5. Using inverse optimization to learn cost functions in generalized Nash games;Computers & Operations Research;2022-06
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