On Multistage Pseudomonotone Stochastic Variational Inequalities.
Xingbang CuiJie SunLiping ZhangPublished in: J. Optim. Theory Appl. (2023)
Keyphrases
- multistage
- variational inequalities
- stochastic programming
- stochastic optimization
- sensitivity analysis
- complementarity problems
- nonlinear programming
- set valued
- dynamic programming
- single stage
- convex sets
- variational inequality problems
- primal dual
- hilbert spaces
- linearly constrained
- nash equilibrium
- linear complementarity problem
- linear program
- lot sizing
- boundary conditions
- fixed point
- high dimensional
- finite horizon
- convex optimization
- shape from shading
- scheduling problem