Euler scheme for solving a class of stochastic differential variational inequalities with some applications.
Yao-jia ZhangTao ChenNan-jing HuangXue-song LiPublished in: Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
- variational inequalities
- linear complementarity problem
- nonlinear programming
- hilbert spaces
- linearly constrained
- variational inequality problems
- complementarity problems
- convex sets
- sensitivity analysis
- set valued
- nash equilibrium
- primal dual
- linear programming
- linear constraints
- linear program
- lipschitz continuity
- np hard