Abstract:This paper focuses on the study of multistage stochastic vector generalized quasi-variational inequalities with a variable ordering structure. The proposed multistage stochastic vector quasi-variational problems are defined in a suitable functional setting relative to a finite set of final possible states and certain information fields; these formulations are a multicriteria extension of the multistage stochastic variational inequalities. A relevant aspect of these problems is the presence of the nonanticipati… Show more
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