Search Results - "Variational inequalities"

Convergence analysis of power penalty method for American bond option pricing by Zhang, K., Teo, Kok Lay

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A penalty approach to a discretized double obstacle problem with derivative constraints by Wang, Song

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A Stochastic Variational Inequality Approach to the Nash Equilibrium Model of a Manufacturer-Supplier Game under Uncertainty by Lu, Yuan, Sun, Jie, Zhang, Min, Zhang, Ying

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A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems by Sun, Jie, Xu, Honglei, Zhang, Min

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Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems by Pang, J.S., Sun, D., Sun, Jie

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A power penalty method for a bounded nonlinear complementarity problem by Wang, Song, Yang, X.

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Solving Lagrangian variational inequalities with applications to stochastic programming by Rockafellar, R.T., Sun, Jie

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A class of two-stage distributionally robust games by Li, Bin, Sun, Jie, Xu, Honglei, Zhang, Min

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The Elicited Progressive Decoupling Algorithm: A Note on the Rate of Convergence and a Preliminary Numerical Experiment on the Choice of Parameters by Sun, Jie, Zhang, M.

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Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms by Zhang, M., Sun, Jie, Xu, Honglei

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Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints by Liu, X., Sun, Jie

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