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Volumn 6, Issue 1, 2010, Pages 3-19

Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem

Author keywords

Convexity; D gap function; Expected residual method; Regularized gap function; Stochastic affine variational inequality problem; Traffic equilibrium problem

Indexed keywords


EID: 78049415777     PISSN: 13489151     EISSN: 13498169     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (31)

References (11)
  • 2
    • 31144459305 scopus 로고    scopus 로고
    • Expected residual minimization method for stochastic linear complementarity problems
    • X. Chen and M. Fukushima, Expected residual minimization method for stochastic linear complementarity problems, Mathematics of Operations Research 30 (2005) 1022-1038.
    • Mathematics of Operations Research , vol.30 , Issue.2005 , pp. 1022-1038
    • Chen, X.1    Fukushima, M.2
  • 3
    • 46749143296 scopus 로고    scopus 로고
    • Robust solution of monotone stochastic linear complementarity problems
    • to appear
    • X. Chen, C. Zhang and M. Fukushima, Robust solution of monotone stochastic linear complementarity problems, Mathematical Programming (to appear).
    • Mathematical Programming
    • Chen, X.1    Zhang, C.2    Fukushima, M.3
  • 5
    • 42449155183 scopus 로고    scopus 로고
    • Stochastic R0 matrix linear complementarity problems
    • H. Fang, X. Chen and M. Fukushima, Stochastic R0 matrix linear complementarity problems, SIAM Journal on Optimization 18 (2007) 482-506.
    • (2007) SIAM Journal On Optimization , vol.18 , pp. 482-506
    • Fang, H.1    Chen, X.2    Fukushima, M.3
  • 6
    • 0007954921 scopus 로고    scopus 로고
    • Sample-path solution of stochastic variational inequalities
    • G. G and #x03CB;rkan, A.Y. Özge and S.M. Robinson, Sample-path solution of stochastic variational inequalities. Mathematical Programming 84 (1999) 313-333, 1999.
    • (1999) Mathematical Programming , vol.84 , Issue.1999 , pp. 313-333
    • Gürkan, G.1    Özge, A.Y.2    Robinson, S.M.3
  • 7
    • 35148884635 scopus 로고    scopus 로고
    • New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
    • G.H. Lin, X. Chen and M. Fukushima, New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC, Optimization 56 (2007) 641-653.
    • (2007) Optimization , vol.56 , pp. 641-653
    • Lin, G.H.1    Chen, X.2    Fukushima, M.3
  • 8
    • 85139379949 scopus 로고    scopus 로고
    • Expected residual minimization method for stochastic variational inequality problems
    • to appear
    • M.J. Luo and G.H. Lin, Expected residual minimization method for stochastic variational inequality problems, Journal of Optimization Theory and Application (to appear).
    • Journal of Optimization Theory and Application
    • Luo, M.J.1    Lin, G.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.