A Proof of the Eoq Formula Using Quasi-variational Inequalities.
Dirk BeyerSuresh P. SethiPublished in: Int. J. Syst. Sci. (1998)
Keyphrases
- variational inequalities
- sensitivity analysis
- nonlinear programming
- set valued
- complementarity problems
- variational inequality problems
- convex sets
- infinite horizon
- linear complementarity problem
- fixed point
- linearly constrained
- primal dual
- nash equilibrium
- hilbert spaces
- saddle point
- boundary conditions
- lipschitz continuity
- reinforcement learning
- convex hull
- optimal policy
- dynamic programming