Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions

DOI10.1007/BF02073590zbMath0804.90098MaRDI QIDQ1308652

Richard P. McLean

Publication date: 10 December 1993

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

approximationmonotone operatorsportfolio choicestochastic variational inequalitiesstochastic Ky Fan inequalities

Mathematics Subject Classification ID

Related Items (2)

New existence theorems for quasi-variational inequalities and applications to financial models ⋮ On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

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