Mathematical Inequalities & Applications · Volume 16, Issue 4

CVaR-based formulation and approximation method for a class of stochastic variational inequality problems

16-77 Pages 981-998 DOI 10.7153/mia-16-77

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Authors

Hui-qiang Ma Nan-jing Huang

Keywords

stochastic variational inequality conditional value-at-risk regularized gap function Monte Carlo sampling approximation convergence migration equilibrium problem

Subject classes

90C33 90C15