Sample-path solution of stochastic variational inequalities

G. Gürkan, A.Y. Ozge, S.M. Robinson

Research output: Working paperDiscussion paperOther research output

238 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherCentER
Number of pages24
Volume1997-87
Publication statusPublished - 1997

Publication series

NameCentER Discussion Paper
Volume1997-87

Keywords

  • inequality
  • optimization
  • simulation

Cite this

Gürkan, G., Ozge, A. Y., & Robinson, S. M. (1997). Sample-path solution of stochastic variational inequalities. (CentER Discussion Paper; Vol. 1997-87). CentER.