Statistical robustness of two-stage stochastic variational inequalities
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Publication:2091213
DOI10.1007/s11590-021-01838-6zbMath1505.90087OpenAlexW4206599710MaRDI QIDQ2091213
Publication date: 1 November 2022
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-021-01838-6
discrete approximationtwo-stage stochastic variational inequalityqualitative statistical robustnessquantitative statistical robustness
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models ⋮ Distributionally robust expected residual minimization for stochastic variational inequality problems
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