Distributionally robust stochastic variational inequalities.

Hailin Sun Alexander Shapiro Xiaojun Chen

Published in: Math. Program. (2023)

Keyphrases

variational inequalities
sensitivity analysis
convex sets
stochastic programming
complementarity problems
robust optimization
set valued
linear complementarity problem
pairwise
nash equilibrium
boundary conditions
nonlinear programming
hilbert spaces
variational inequality problems
saddle point