Sample-path solution of stochastic variational inequalities

G. Gürkan, A.Y. Ozge, S.M. Robinson

Research output: Working paperDiscussion paperOther research output

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

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