Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-020-00185-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Jinlong Lei & Uday V. Shanbhag & Jong-Shi Pang & Suvrajeet Sen, 2020. "On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games," Mathematics of Operations Research, INFORMS, vol. 45(1), pages 157-190, February.
- R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
- Stephen M. Robinson, 1980. "Strongly Regular Generalized Equations," Mathematics of Operations Research, INFORMS, vol. 5(1), pages 43-62, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jie Jiang & Hailin Sun, 2023. "Monotonicity and Complexity of Multistage Stochastic Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 433-460, February.
- Jie Jiang & Shengjie Li, 2021. "Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 650-671, August.
- Zhen-Ping Yang & Gui-Hua Lin, 2021. "Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 393-427, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- M. Durea & R. Strugariu, 2011. "On parametric vector optimization via metric regularity of constraint systems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(3), pages 409-425, December.
- Lee, Jinkyu & Bae, Sanghyeon & Kim, Woo Chang & Lee, Yongjae, 2023. "Value function gradient learning for large-scale multistage stochastic programming problems," European Journal of Operational Research, Elsevier, vol. 308(1), pages 321-335.
- Lars M. Hvattum & Arne Løkketangen & Gilbert Laporte, 2006. "Solving a Dynamic and Stochastic Vehicle Routing Problem with a Sample Scenario Hedging Heuristic," Transportation Science, INFORMS, vol. 40(4), pages 421-438, November.
- Xin Huang & Duan Li & Daniel Zhuoyu Long, 2020. "Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems," Papers 2010.08985, arXiv.org.
- Özgün Elçi & John Hooker, 2022. "Stochastic Planning and Scheduling with Logic-Based Benders Decomposition," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2428-2442, September.
- Gauvin, Charles & Delage, Erick & Gendreau, Michel, 2017. "Decision rule approximations for the risk averse reservoir management problem," European Journal of Operational Research, Elsevier, vol. 261(1), pages 317-336.
- Castro, Jordi & Escudero, Laureano F. & Monge, Juan F., 2023. "On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach," European Journal of Operational Research, Elsevier, vol. 310(1), pages 268-285.
- Wu, Dexiang & Wu, Desheng Dash, 2020. "A decision support approach for two-stage multi-objective index tracking using improved lagrangian decomposition," Omega, Elsevier, vol. 91(C).
- Kevin Ryan & Shabbir Ahmed & Santanu S. Dey & Deepak Rajan & Amelia Musselman & Jean-Paul Watson, 2020. "Optimization-Driven Scenario Grouping," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 805-821, July.
- Fan, Yingjie & Schwartz, Frank & Voß, Stefan, 2017. "Flexible supply chain planning based on variable transportation modes," International Journal of Production Economics, Elsevier, vol. 183(PC), pages 654-666.
- Liang Chen & Anping Liao, 2020. "On the Convergence Properties of a Second-Order Augmented Lagrangian Method for Nonlinear Programming Problems with Inequality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 187(1), pages 248-265, October.
- Listes, O.L. & Dekker, R., 2002. "A scenario aggregation based approach for determining a robust airline fleet composition," Econometric Institute Research Papers EI 2002-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Teemu Pennanen & Markku Kallio, 2006. "A splitting method for stochastic programs," Annals of Operations Research, Springer, vol. 142(1), pages 259-268, February.
- Giorgio, 2019. "On Second-Order Optimality Conditions in Smooth Nonlinear Programming Problems," DEM Working Papers Series 171, University of Pavia, Department of Economics and Management.
- Barry C. Smith & Ellis L. Johnson, 2006. "Robust Airline Fleet Assignment: Imposing Station Purity Using Station Decomposition," Transportation Science, INFORMS, vol. 40(4), pages 497-516, November.
- Gilles Bareilles & Yassine Laguel & Dmitry Grishchenko & Franck Iutzeler & Jérôme Malick, 2020. "Randomized Progressive Hedging methods for multi-stage stochastic programming," Annals of Operations Research, Springer, vol. 295(2), pages 535-560, December.
- Andreatta, Giovanni & Dell'Olmo, Paolo & Lulli, Guglielmo, 2011. "An aggregate stochastic programming model for air traffic flow management," European Journal of Operational Research, Elsevier, vol. 215(3), pages 697-704, December.
- Huang, Edward & Mital, Pratik & Goetschalckx, Marc & Wu, Kan, 2016. "Optimal assignment of airport baggage unloading zones to outgoing flights," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 94(C), pages 110-122.
- Hu, Shaolong & Han, Chuanfeng & Dong, Zhijie Sasha & Meng, Lingpeng, 2019. "A multi-stage stochastic programming model for relief distribution considering the state of road network," Transportation Research Part B: Methodological, Elsevier, vol. 123(C), pages 64-87.
- Zhicheng Zhu & Yisha Xiang & Bo Zeng, 2021. "Multicomponent Maintenance Optimization: A Stochastic Programming Approach," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 898-914, July.
More about this item
Keywords
Two-stage stochastic variational inequality; Quantitative stability; Discrete approximation; Exponential convergence; Non-cooperative game;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:76:y:2020:i:2:d:10.1007_s10589-020-00185-z. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.