Stochastic variational inequalities: single-stage to multistage.
R. Tyrrell RockafellarRoger J.-B. WetsPublished in: Math. Program. (2017)
Keyphrases
- single stage
- multistage
- variational inequalities
- stochastic programming
- stochastic optimization
- periodic review
- inventory systems
- sensitivity analysis
- production system
- convex sets
- primal dual
- fixed point
- lot sizing
- nash equilibrium
- boundary conditions
- single product
- dynamic programming
- optimal policy
- linear programming
- min max