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

DOI

• DOI name: Click to select

Find all available articles from these authors

• Hui-qiang Ma
• Nan-jing Huang

Find more articles with the same subject classes

• Primary
• 90C33
• 90C15

Find more articles with the same keywords

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

Downloads

• Abstract
• Abstract

• Full article
• Full article