In this work, we consider stochastic variational inequalities arising from a certain class of equilibrium problems with uncertainties. Uncertainties in the models are introduced through data that are known through their probabilistic distributions. We consider several extragradient methods for the solutions of the variational inequalities and compare their relative efficiency and eectiveness through thorough numerical comparisons. Several applications such as trac equilibrium, environmental games, and oligopolistic market equilibrium are considered.
Library of Congress Subject Headings
Stochastic inequalities; Iterative methods (Mathematics); Equilibrium (Economics)--Mathematical models
Applied and Computational Mathematics (MS)
Department, Program, or Center
School of Mathematical Sciences (COS)
Zhang, Xiangnan, "Iterative Methods for Stochastic Variational Inequalities" (2016). Thesis. Rochester Institute of Technology. Accessed from
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