Sample-path solution of stochastic variational inequalities

G. Gürkan, A.Y. Ozge, S.M. Robinson

Research output: Working paperDiscussion paperOther research output

237 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). Tilburg: CentER.
Gürkan, G. ; Ozge, A.Y. ; Robinson, S.M. / Sample-path solution of stochastic variational inequalities. Tilburg : CentER, 1997. (CentER Discussion Paper).
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Gürkan, G, Ozge, AY & Robinson, SM 1997 'Sample-path solution of stochastic variational inequalities' CentER Discussion Paper, vol. 1997-87, CentER, Tilburg.

Sample-path solution of stochastic variational inequalities. / Gürkan, G.; Ozge, A.Y.; Robinson, S.M.

Tilburg : CentER, 1997. (CentER Discussion Paper; Vol. 1997-87).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Sample-path solution of stochastic variational inequalities

AU - Gürkan, G.

AU - Ozge, A.Y.

AU - Robinson, S.M.

N1 - Pagination: 24

PY - 1997

Y1 - 1997

KW - inequality

KW - optimization

KW - simulation

M3 - Discussion paper

VL - 1997-87

T3 - CentER Discussion Paper

BT - Sample-path solution of stochastic variational inequalities

PB - CentER

CY - Tilburg

ER -

Gürkan G, Ozge AY, Robinson SM. Sample-path solution of stochastic variational inequalities. Tilburg: CentER. 1997. (CentER Discussion Paper).