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Sample-path solution of stochastic variational inequalities
Authors:Gül Gürkan  A Yonca Özge  Stephen M Robinson
Institution:(1) CentER for Economic Research, Tilburg University, P.O.Box 90153, 5000 LE Tilburg, The Netherlands. Corresponding author., NL;(2) Information Technology Laboratory, General Electric Company, One Research Circle, Niskayuna, NY 12309, USA. The work of this author was done at the University of Wisconsin–Madison., US;(3) Department of Industrial Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI 53706-1572, USA, US
Abstract:Received July 30, 1997 / Revised version received June 4, 1998 Published online October 21, 1998
Keywords:: variational inequality –  sample-path optimization –  simulation –  coherent orientation –  strong regularity
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