Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps.
Alain BensoussanHéctor Jasso-FuentesStéphane MenozziLaurent MertzPublished in: Asymptot. Anal. (2012)
Keyphrases
- asymptotic analysis
- variational inequalities
- sensitivity analysis
- fluid model
- complementarity problems
- variational inequality problems
- set valued
- fixed point
- hilbert spaces
- nash equilibrium
- nonlinear programming
- lipschitz continuity
- primal dual
- convex sets
- stochastic model
- np hard
- convex optimization
- markov chain
- upper bound