Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2017
|
| Materias: | |
| 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 |