Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities.
Filippo FabianiKostas MargellosPaul J. GoulartPublished in: CoRR (2020)
Keyphrases
- variational inequalities
- complementarity problems
- convex sets
- variational inequality problems
- sensitivity analysis
- linear complementarity problem
- hilbert spaces
- nonlinear programming
- feasible set
- boundary value problem
- set valued
- generative model
- bayesian networks
- traffic assignment
- primal dual
- fixed point
- lipschitz continuity
- probabilistic model
- finite number
- nash equilibrium
- linearly constrained
- cooperative
- optimal solution
- convex optimization
- game theory