Robust solutions to box-constrained stochastic linear variational inequality problem
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DOI: 10.1186/s13660-017-1529-2
Abstract: 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… read more here.
Keywords: stochastic linear; linear variational; box constrained; constrained stochastic ... See more keywords