Convex Expected Residual Models for Stochastic Affine Variational Inequality Problems and Its Application to the Traffic Equilibrium Problem ∗

@inproceedings{Agdeppa2008ConvexER,
title={Convex Expected Residual Models for Stochastic Affine Variational Inequality Problems and Its Application to the Traffic Equilibrium Problem ∗},
author={Rhoda P. Agdeppa and Nobuo Yamashita and Masao Fukushima},
year={2008}
}

The affine variational inequality problem (AVIP) is a wide class of problems which includes the quadratic programming problems and the linear complementarity problem. In this paper, we consider AVIP under uncertainty in order to present a more realistic view of real world problems. We call such a problem the stochastic affine variational inequality problem (SAVIP). Recently, a new approach called the expected residual (ER) method has been proposed to give a reasonable solution of SAVIP. The ER… CONTINUE READING