Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation.
Xiaojun ChenJinglai ShenPublished in: SIAM J. Optim. (2022)
Keyphrases
- variational inequalities
- convex sets
- proximal point
- linear complementarity problem
- sensitivity analysis
- globally convergent
- hilbert spaces
- nonlinear programming
- variational inequality problems
- complementarity problems
- set valued
- finite dimensional
- primal dual
- finite number
- nash equilibrium
- convergence rate
- fixed point
- continuous functions
- boundary conditions
- convex optimization
- linearly constrained
- dynamical systems
- linear programming