Volume 165, Issue 1 | Mathematical Programming

Mathematical Programming

A Publication of the Mathematical Optimization Society

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Volume 165, Issue 1

September 2017

Special Issue: Stochastic Equilibrium and Variational Inequalities

Issue Editors:

Xiaojun Chen,
Roger J.-B. Wets

12 articles in this issue

Preface

Preface 17 August 2017 Pages: 1 - 3
On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
Ibrahim Abada
Gauthier de Maere d’Aertrycke
Yves Smeers
Full Length Paper 30 August 2017 Pages: 5 - 69
Two-stage stochastic variational inequalities: an ERM-solution procedure
Xiaojun Chen
Ting Kei Pong
Roger J-B. Wets
Full Length Paper 14 March 2017 Pages: 71 - 111
Accelerated schemes for a class of variational inequalities
Yunmei Chen
Guanghui Lan
Yuyuan Ouyang
Full Length Paper 01 June 2017 Pages: 113 - 149
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
Michael Lamm
Shu Lu
Amarjit Budhiraja
Full Length Paper 16 July 2016 Pages: 151 - 196
Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
Gui-Hua Lin
Mei-Ju Luo
Jin Zhang
Full Length Paper 09 February 2017 Pages: 197 - 233
Two-stage non-cooperative games with risk-averse players
Jong-Shi Pang
Suvrajeet Sen
Uday V. Shanbhag
Full Length Paper 29 April 2017 Pages: 235 - 290
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
Uma Ravat
Uday V. Shanbhag
Full Length Paper 22 August 2017 Pages: 291 - 330
Stochastic variational inequalities: single-stage to multistage
R. Tyrrell Rockafellar
Roger J-B Wets
Full Length Paper 25 March 2016 Pages: 331 - 360
SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
Hailin Sun
Che-Lin Su
Xiaojun Chen
Full Length Paper 28 March 2017 Pages: 361 - 389
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
Farzad Yousefian
Angelia Nedić
Uday V. Shanbhag
Full Length Paper 25 July 2017 Pages: 391 - 431
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
Jie Zhang
Huifu Xu
Liwei Zhang
Full Length Paper 14 February 2017 Pages: 433 - 470