Two-stage stochastic variational inequalities: an ERM-solution procedure.
Xiaojun ChenTing Kei PongRoger J.-B. WetsPublished in: Math. Program. (2017)
Keyphrases
- variational inequalities
- linear program
- primal dual
- integer programming
- sensitivity analysis
- complementarity problems
- nonlinear programming
- set valued
- convex sets
- fixed point
- variational inequality problems
- hilbert spaces
- linear programming
- saddle point
- linear complementarity problem
- boundary conditions
- linearly constrained
- interior point methods
- nash equilibrium
- game theory
- np hard
- semidefinite programming
- interior point
- cooperative