Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities.
Filippo FabianiKostas MargellosPaul J. GoulartPublished in: Autom. (2022)
Keyphrases
- variational inequalities
- convex sets
- complementarity problems
- variational inequality problems
- sensitivity analysis
- nonlinear programming
- linear complementarity problem
- feasible set
- nash equilibrium
- hilbert spaces
- boundary value problem
- probabilistic model
- set valued
- fixed point
- primal dual
- cooperative
- higher dimensional
- optimal solution
- game theory
- linearly constrained
- bayesian networks