Shu Lu receives an NSF grant to study stochastic variational inequalities
Prof. Shu Lu is awarded an NSF grant that supports her research on stochastic variational inequalities. Stochastic variational inequalities model a large number of equilibrium problems subject to data uncertainty. They are closely related to stochastic programming, a major subfield of mathematical optimization. This research project will investigate the mathematical structure of such problems, develop their solution methods and analytic tools, and apply these to handle data uncertainty in equilibrium and optimization problems.