Preface
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Publication:5970245
DOI10.1007/s10107-017-1186-8zbMath1378.00102OpenAlexW4229855541MaRDI QIDQ5970245
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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/s10107-017-1186-8
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
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Cites Work
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- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
- Two-stage non-cooperative games with risk-averse players
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
- Stochastic variational inequalities: single-stage to multistage
- SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
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