SGE has many applications such as characterizing optimality conditions of a nonsmooth stochastic optimization problem or equilibrium conditions of a stochastic ...
Stochastic generalized equations were first studied by Ralph-Xu in MOR 2011. ... Xu: Quantitative stability analysis of stochastic generalized equations,.
Abstract. We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of ...
Abstract. We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of ...
SGE has many applications such as characterizing optimality conditions of a nonsmooth stochastic optimiza-tion problem or equilibrium conditions of a stochastic ...
Apr 14, 2014 · SGE has many applications such as characterizing optimality conditions of a nonsmooth stochastic optimization problem or equilibrium conditions ...
Under some metric regularity conditions, Aubin's property of the solution set mapping with respect to the change of probability measure is derived.
We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of random set-valued ...
Stability Analysis of Stochastic Generalized Equation via Brouwer's ...
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Mar 26, 2018 · In this section, we discuss existence and quantitative stability analysis of solutions to the perturbed SGE (2). To this end, we assume that is ...
Oct 13, 2012 · We consider the solution of a system of stochastic generalized equations (SGE) where theunderlying functions are mathematical expectation of random set-valued ...