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Sample-path solution of stochastic variational inequalities

Author

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  • Gürkan, G.

    (Tilburg University, Center For Economic Research)

  • Ozge, A.Y.
  • Robinson, S.M.

Abstract

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Suggested Citation

  • Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solution of stochastic variational inequalities," Discussion Paper 1997-87, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:0e5d1c05-b311-49bf-8450-41c3a6a8c1fd
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/3181290/GGOAYRSM5616840.pdf
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    References listed on IDEAS

    as
    1. Stephen M. Robinson, 1996. "Analysis of Sample-Path Optimization," Mathematics of Operations Research, INFORMS, vol. 21(3), pages 513-528, August.
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    1. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Discussion Paper 1997-78, Tilburg University, Center for Economic Research.
    2. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Other publications TiSEM 9c36c4c8-25d6-4a86-afbd-2, Tilburg University, School of Economics and Management.

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