Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints

DOI10.4208/jcm.2109-m2020-0099OpenAlexW4319780087MaRDI QIDQ5881324

Yanfang Zhang

Publication date: 9 March 2023

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jcm.2109-m2020-0099

zbMATH Keywords

stochastic variational inequalitiesstochastic generalized Nash equilibriumgradient consistencyCVaR formulationexpected residual minimization model

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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