On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

@article{Ravat2017OnTE,
  title={On the existence of solutions to stochastic quasi-variational inequality and complementarity problems},
  author={Uma Ravat and Uday V. Shanbhag},
  journal={Mathematical Programming},
  year={2017},
  volume={165},
  pages={291-330}
}
Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems are complicated by uncertainty, motivating the examination of a stochastic generalization of the variational inequality problem and its extensions in which the components of the mapping contain expectations. When the associated sets are unbounded, ascertaining… Expand
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