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20132019
most citedMinimization of a Class of Rare Event Probabilities and Buffer Probabilities of Exceedance

3 citations · 5 across the 7 of their papers we have counts for

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Showing 2014 · math.OCShow all

2 papers · 2 filters

math.OC2014

Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities

Shu Lu

Stochastic variational inequalities (SVI) model a large class of equilibrium problems subject to data uncertainty, and are closely related to stochastic optimization problems. The…

math.OC2014★ 1 cited

Individual confidence intervals for true solutions to stochastic variational inequalities

Michael Lamm, Shu Lu, Amarjit Budhiraja

Stochastic variational inequalities (SVI) provide a means for modeling various optimization and equilibrium problems where data are subject to uncertainty. Often it is necessary to…