Pages that link to "Item:Q824745"
From MaRDI portal
The following pages link to A new model for solving stochastic second-order cone complementarity problem and its convergence analysis (Q824745):
Displaying 8 items.
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
- Stochastic second-order cone programming: applications models (Q693671) (← links)
- Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems (Q824513) (← links)
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
- Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems (Q2223090) (← links)
- A new complementarity function and applications in stochastic second-order cone complementarity problems (Q2314060) (← links)
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem (Q2400161) (← links)
- An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem (Q6664852) (← links)