Sample-path solution of stochastic variational inequalities

Mathematical Programming, Series B

Volumn 84, Issue 2, 1999, Pages 313-333

  Gürkan, Gül ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Coherent orientation; Path optimization; Sample; Simulation; Strong regularity; Variational inequality

Indexed keywords

EID: 0007954921     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050024     Document Type: Article

References (2)

1. De Wolf, D., Smeers, Y. (1997): A stochastic version of a Stackelberg-Nash-Cournot equilibrium model. Manage. Sci. 43, 190-197
2. Dirkse, S.P., Ferris, M.C. (1995): The PATH solver: A non-monotone stabilization scheme for mixed complementarity problems. Optim. Methods Software 5, 123-156