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Sample-path solution of stochastic variational inequalities

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Authors and Affiliations

  1. CentER for Economic Research, Tilburg University, P.O.Box 90153, 5000 LE Tilburg, The Netherlands. Corresponding author., , , , , , NL

    Gül Gürkan

  2. Information Technology Laboratory, General Electric Company, One Research Circle, Niskayuna, NY 12309, USA. The work of this author was done at the University of Wisconsin–Madison., , , , , , US

    A. Yonca Özge

  3. Department of Industrial Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI 53706-1572, USA, , , , , , US

    Stephen M. Robinson

Authors
  1. Gül Gürkan
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  2. A. Yonca Özge
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  3. Stephen M. Robinson
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Received July 30, 1997 / Revised version received June 4, 1998 Published online October 21, 1998

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Gürkan, G., Yonca Özge, A. & Robinson, S. Sample-path solution of stochastic variational inequalities. Math. Program. 84, 313–333 (1999). https://doi.org/10.1007/s101070050024

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  • DOI: https://doi.org/10.1007/s101070050024

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