Two-stage stochastic variational inequalities: an ERM-solution procedure

DOI10.1007/s10107-017-1132-9zbMath1386.90157OpenAlexW2597644112WikidataQ57511131 ScholiaQ57511131MaRDI QIDQ1680962

Xiaojun Chen, Ting Kei Pong, Roger J.-B. Wets

Publication date: 17 November 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-017-1132-9

zbMATH Keywords

splitting methodregularized gap functionstochastic variational inequalitiesexpected residual minimizationWardrop equilibriumstochastic program with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• PATH Solver

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