Sample Average Approximation of Conditional Value-at-risk based Variational Inequalities.
Ashish CherukuriPublished in: CoRR (2022)
Keyphrases
- variational inequalities
- sample average approximation
- nonlinear programming
- optimality conditions
- stochastic model
- sensitivity analysis
- stationary points
- complementarity problems
- primal dual
- variational inequality problems
- convex sets
- set valued
- hilbert spaces
- nash equilibrium
- convergence analysis
- fixed point
- boundary conditions
- learning algorithm
- linear programming
- support vector
- convex hull
- game theory
- optimization problems