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Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming

Min Li, Chao Zhang

2020Journal of Optimization Theory and Applications19 citationsDOI

Topics & Concepts

DiscretizationMathematicsVariational inequalityStochastic programmingEquivalence (formal languages)Theory of computationMathematical optimizationMonotonic functionApplied mathematicsStochastic optimizationContinuous-time stochastic processMathematical analysisDiscrete mathematicsAlgorithmWater resources management and optimizationRisk and Portfolio OptimizationOptimization and Variational Analysis
Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming | Litcius