CVaR-based formulation and approximation method for a class of stochastic variational inequality problems (Q5406143)
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scientific article; zbMATH DE number 6276583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR-based formulation and approximation method for a class of stochastic variational inequality problems |
scientific article; zbMATH DE number 6276583 |
Statements
CVaR-based formulation and approximation method for a class of stochastic variational inequality problems (English)
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1 April 2014
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stochastic variational inequality
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conditional value-at-risk
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regularized gap function
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Monte Carlo sampling approximation
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convergence
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migration equilibrium problem
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