Monotonicity and Complexity of Multistage Stochastic Variational Inequalities.
Jie JiangHailin SunPublished in: J. Optim. Theory Appl. (2023)
Keyphrases
- variational inequalities
- multistage stochastic
- linear program
- primal dual
- sensitivity analysis
- portfolio selection
- complementarity problems
- convex sets
- multistage
- fixed point
- variational inequality problems
- integer program
- capacity expansion
- linear programming
- cutting plane
- special case
- boundary conditions
- graphical models
- worst case
- dynamic programming
- multi agent systems
- cooperative
- multi agent