Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities.
Jie JiangShengjie LiPublished in: J. Optim. Theory Appl. (2021)
Keyphrases
- variational inequalities
- sample average approximation
- nonlinear programming
- optimality conditions
- sensitivity analysis
- stochastic model
- stationary points
- primal dual
- variational inequality problems
- linear program
- complementarity problems
- fixed point
- integer programming
- convex sets
- nash equilibrium
- boundary conditions
- linear programming
- cooperative
- convergence analysis
- finite number