Two-stage stochastic variational inequalities: an ERM-solution procedure
type: Item
instance of: scholarly article
title: Two-stage stochastic variational inequalities: an ERM-solution procedure
zbMATH Open document ID: 1386.90157
author: Xiaojun Chen
author: Ting Kei Pong
author: Roger J.-B. Wets
published in: Mathematical Programming. Series A. Series B
publication date: 2017-11-17T00:00:00Z
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6808200
zbMATH Keywords: stochastic variational inequalities
zbMATH Keywords: stochastic program with recourse
zbMATH Keywords: Wardrop equilibrium
zbMATH Keywords: expected residual minimization
zbMATH Keywords: regularized gap function
zbMATH Keywords: splitting method
Wikidata QID: Q57511131
describes a project that uses: PATH Solver
MaRDI profile type: Publication
full work available at URL: s10107-017-1132-9
OpenAlex ID: W2597644112
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Two-stage stochastic variational inequalities: an ERM-solution procedure (cites work)
cites work: Robust improvement schemes for road networks under demand uncertainty

Two-stage stochastic variational inequalities: an ERM-solution procedure (DBLP publication ID)
DBLP publication ID: journals/mp/ChenPW17

Two-stage stochastic variational inequalities: an ERM-solution procedure (DOI)
DOI: 10.1007/S10107-017-1132-9