Two-stage stochastic variational inequalities: an ERM-solution procedure

Mathematical Programming ◽

10.1007/s10107-017-1132-9 ◽

2017 ◽

Vol 165 (1) ◽

pp. 71-111 ◽

Author(s):

Xiaojun Chen ◽

Ting Kei Pong ◽

Roger J-B. Wets

Keyword(s):

Variational Inequalities ◽

Solution Procedure ◽

Stochastic Variational Inequalities ◽

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Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities

Journal of Optimization Theory and Applications ◽

10.1007/s10957-021-01905-z ◽

2021 ◽

Author(s):

Jie Jiang ◽

Shengjie Li

Keyword(s):

Variational Inequalities ◽

Sample Average Approximation ◽

Stochastic Variational Inequalities ◽

Two Stage ◽

Approximation Approach ◽

Sample Average ◽

Average Approximation

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Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty

Numerical Algebra Control & Optimization ◽

10.3934/naco.2020049 ◽

2020 ◽

Vol 10 (4) ◽

pp. 521-535

Author(s):

Bin Zhou ◽

◽

Hailin Sun

Keyword(s):

Nash Equilibrium ◽

Variational Inequalities ◽

Risk Averse ◽

Stochastic Variational Inequalities ◽

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Statistical robustness of two-stage stochastic variational inequalities

Optimization Letters ◽

10.1007/s11590-021-01838-6 ◽

2022 ◽

Author(s):

Jie Jiang ◽

Shengjie Li

Keyword(s):

Variational Inequalities ◽

Stochastic Variational Inequalities ◽

Two Stage ◽

Statistical Robustness

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Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty

Journal of Computational Mathematics ◽

10.4208/jcm.1906-m2019-0025 ◽

2019 ◽

Vol 37 (6) ◽

pp. 813-842 ◽

Author(s):

Jie Jiang sci

Keyword(s):

Nash Equilibrium ◽

Variational Inequalities ◽

Stochastic Variational Inequalities ◽

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A Two-Stage Solution Procedure to Joint Subcarrier Assignment and Global Energy-Efficient Power Allocation in Energy-Harvesting Two-Tier Downlink NOMA HetNets

2020 IEEE Eighth International Conference on Communications and Networking (ComNet) ◽

10.1109/comnet47917.2020.9306085 ◽

2020 ◽

Author(s):

Mohammed W. Baidas ◽

Mubarak Al-Mubarak ◽

Emad Alsusa ◽

Mohamad K. Awad

Keyword(s):

Energy Harvesting ◽

Power Allocation ◽

Energy Efficient ◽

Solution Procedure ◽

Two Stage ◽

Global Energy ◽

Efficient Power ◽

Subcarrier Assignment

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Convergence of Two-Stage Method with Bregman Divergence for Solving Variational Inequalities*

Cybernetics and Systems Analysis ◽

10.1007/s10559-019-00142-7 ◽

2019 ◽

Vol 55 (3) ◽

pp. 359-368 ◽

Author(s):

D. A. Nomirovskii ◽

B. V. Rublyov ◽

V. V. Semenov

Keyword(s):

Variational Inequalities ◽

Bregman Divergence ◽

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A First-order Method for Monotone Stochastic Variational Inequalities on Semidefinite Matrix Spaces

2019 American Control Conference (ACC) ◽

10.23919/acc.2019.8814737 ◽

2019 ◽

Author(s):

Nahidsadat Majlesinasab ◽

Farzad Yousefian ◽

Mohammad Javad Feizollahi

Keyword(s):

Variational Inequalities ◽

Order Method ◽

Stochastic Variational Inequalities ◽

First Order ◽

First Order Method ◽

Matrix Spaces ◽

Semidefinite Matrix

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Backward Stochastic Variational Inequalities with Locally Bounded Generators

Annals of the Alexandru Ioan Cuza University - Mathematics ◽

10.2478/aicu-2013-0023 ◽

2014 ◽

Vol 60 (2) ◽

Author(s):

Lucian Maticiuc ◽

Aurel Răşcanu ◽

Adrian Zălinescu

Keyword(s):

Variational Inequalities ◽

Stochastic Variational Inequalities

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Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

Mathematical Programming ◽

10.1007/s10107-018-1251-y ◽

2018 ◽

Vol 174 (1-2) ◽

pp. 453-471 ◽

Author(s):

R. Tyrrell Rockafellar ◽

Jie Sun

Keyword(s):

Variational Inequalities ◽

Complementarity Problems ◽

Stochastic Variational Inequalities ◽

Progressive Hedging

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Deterministic Bicriteria Model for Stochastic Variational Inequalities

Journal of the Operations Research Society of China ◽

10.1007/s40305-017-0190-2 ◽

2018 ◽

Vol 6 (4) ◽

pp. 507-527

Author(s):

Xin-Min Yang ◽

Yong Zhao ◽

Gui-Hua Lin

Keyword(s):

Variational Inequalities ◽

Stochastic Variational Inequalities

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