Stochastic variational inequalities: residual minimization smoothing sample average approximations (Q2910889)
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scientific article; zbMATH DE number 6081240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic variational inequalities: residual minimization smoothing sample average approximations |
scientific article; zbMATH DE number 6081240 |
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12 September 2012
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stochastic variational inequalities
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residual function
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smoothing sample average approximation
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convergence
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traffic equilibrium
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Stochastic variational inequalities: residual minimization smoothing sample average approximations (English)
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The authors consider properties of stochastic variational inequalities via a suitable residual function, which allows one to replace the initial problem by an optimization one. They define a new gap function for linearly constrained stochastic variational inequalities and prove the existence of solutions for expected residual formulation of the optimization problem. Next, they prove the existence of solutions for smoothing sample average approximation problems and the convergence of their stationary points. Some applications and results of numerical experiments for traffic equilibrium assignment problems are also presented.
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