Sample average approximation of CVaR-based Wardrop equilibrium in routing under uncertain costs.
Ashish CherukuriPublished in: CDC (2019)
Keyphrases
- sample average approximation
- routing decisions
- stationary points
- stochastic model
- total cost
- nonparametric estimation
- risk measures
- routing protocol
- high level
- optimality conditions
- nash equilibrium
- expected cost
- variational inequalities
- portfolio selection
- risk averse
- game theory
- robust optimization
- empirically derived
- objective function