CVaR-based formulation and approximation method for stochastic variational inequalities

Author:

Chen Xiaojun, ,Lin Guihua,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Algebra and Number Theory,Applied Mathematics,Control and Optimization,Algebra and Number Theory

Reference38 articles.

1. Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem,;R. P. Agdeppa;Pacific Journal of Optimization,2010

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3. "Convex Optimization,";S. Boyd;Cambridge University Press,2004

4. A class of smoothing functions for nonlinear and mixed complementarity problems,;C. Chen;Computational Optimization and Applications,1996

5. Expected residual minimization method for stochastic linear complementarity problems,;X. Chen;Mathematics of Operations Research,2005

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