Sample average approximation of conditional value-at-risk based variational inequalities.
Ashish CherukuriPublished in: Optim. Lett. (2024)
Keyphrases
- variational inequalities
- sample average approximation
- nonlinear programming
- optimality conditions
- stochastic model
- sensitivity analysis
- stationary points
- complementarity problems
- variational inequality problems
- convex sets
- set valued
- fixed point
- primal dual
- hilbert spaces
- nash equilibrium
- boundary conditions
- game theory
- lipschitz continuity
- convergence analysis
- linear programming
- finite number
- optimization problems
- objective function