Expected Residual Minimization Formulation for a Class of Stochastic Vector Variational Inequalities.
Yong ZhaoJin ZhangXinmin YangGui-Hua LinPublished in: J. Optim. Theory Appl. (2017)
Keyphrases
- variational inequalities
- hilbert spaces
- variational inequality problems
- convex sets
- linear complementarity problem
- linearly constrained
- saddle point
- sensitivity analysis
- complementarity problems
- fixed point
- nonlinear programming
- primal dual
- set valued
- objective function
- finite number
- dynamic programming
- lower bound
- multi agent