Stochastic variational inequalities: single-stage to multistage
type: Item
instance of: scholarly article
title: Stochastic variational inequalities: single-stage to multistage
zbMATH Open document ID: 1378.49010
author: R. T. Rockafellar
author: Roger J.-B. Wets
published in: Mathematical Programming. Series A. Series B
publication date: 2017-11-17T00:00:00Z
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 49M27
Mathematics Subject Classification ID: 65K15
zbMATH DE Number: 6808206
zbMATH Keywords: stochastic variational inequalities
zbMATH Keywords: response rules
zbMATH Keywords: nonanticipativity
zbMATH Keywords: dualization
zbMATH Keywords: stochastic decomposition
zbMATH Keywords: price of information
zbMATH Keywords: multistage stochastic optimization
zbMATH Keywords: multistage stochastic equilibrium
MaRDI profile type: Publication
full work available at URL: s10107-016-0995-5
OpenAlex ID: W2306243954
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DOI: 10.1007/S10107-016-0995-5
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description: scientific article; zbMATH DE number 6808206