Robust solutions to box-constrained stochastic linear variational inequality problem

We present a new method for solving the box-constrained stochastic linear variational inequality problem with three special types of uncertainty sets. Most previous methods, such as the expected value and expected residual minimization, need the probability distribution information of the stochastic...

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Detalles Bibliográficos
Autores principales: Luo, Mei-Ju, Zhang, Yan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5635081/
https://www.ncbi.nlm.nih.gov/pubmed/29070936
http://dx.doi.org/10.1186/s13660-017-1529-2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5635081/
https://www.ncbi.nlm.nih.gov/pubmed/29070936
http://dx.doi.org/10.1186/s13660-017-1529-2

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