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Distributionally robust stochastic variational inequalities |
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| Authors: | Sun Hailin Shapiro Alexander Chen Xiaojun |
| Affiliation: | 1.School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing, 210023, China ;2.School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA ;3.Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China ; |
| Abstract: | Mathematical Programming - We propose a formulation of the distributionally robust variational inequality (DRVI) to deal with uncertainties of distributions of the involved random variables in... |
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