Two-Stage Stochastic Variational Inequalities: Theory, Algorithms and Applications

Hailin Sun, Xiaojun Chen

Research output: Journal article publicationJournal articleAcademic researchpeer-review


The stochastic variational inequality (SVI) provides a unified form of optimality conditions of stochastic optimization and stochastic games which have wide applications in science, engineering, economics and finance. In the recent two decades, one-stage SVI has been studied extensively and widely used in modeling equilibrium problems under uncertainty. Moreover, the recently proposed two-stage SVI and multistage SVI can be applied to the case when the decision makers want to make decisions at different stages in a stochastic environment. The two-stage SVI is a foundation of multistage SVI, which is to find a pair of “here-and-now” solution and “wait-and-see” solution. This paper provides a survey of recent developments in analysis, algorithms and applications of the two-stage SVI.
Original languageEnglish
Pages (from-to)1-32
Number of pages32
JournalJournal of the Operations Research Society of China
Publication statusPublished - 12 Oct 2019


  • Two-stage stochastic variational inequality
  • · Two-stage stochastic games


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