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
7 Citations
8 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-8 of 8 references

Finite-Dimensional Variational Inequalities and Complementarity Problems, Springer-Verlag

  • F. Facchinei, J. S. Pang
  • New York,
  • 2003
2 Excerpts

Convexity of the implicit Lagrangian

  • J. Peng
  • Journal of Optimization Theory and Application
  • 1997
2 Excerpts

Some theoretical aspects of road traffic research

  • J. G. Wardrop
  • Proceedings of the Institution of Civil Engineers…
  • 1952
1 Excerpt

Similar Papers

Loading similar papers…