Stochastic variational inequalities: single-stage to multistage
نویسندگان
چکیده
منابع مشابه
Stochastic variational inequalities: single-stage to multistage
Variational inequality modeling, analysis and computations are important for many applications, but most of the subject has been developed in a deterministic setting with no uncertainty in a problem’s data. In recent years research has proceeded on a track to incorporate stochasticity in one way or another. However, the main focus has been on a rather limited idea of what a stochastic variation...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2016
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-016-0995-5