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math.OC2022★ 1 cited
Stochastic approximation approaches for CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
This paper considers variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions and provides three stochastic approximation schemes to sol…
math.OC2021★ 2 cited
Inferring the prior in routing games using public signalling
Jasper Verbree, Ashish Cherukuri
This paper considers Bayesian persuasion for routing games where information about the uncertain state of the network is provided by a traffic information system (TIS) using public…
math.OC2020
Stochastic approximation of CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
In this paper we study variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions. We introduce stochastic approximation schemes that empl…