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Regularized sample average approximation approach for two-stage stochastic variational inequalities - MaRDI portal

Regularized sample average approximation approach for two-stage stochastic variational inequalities (Q2046705)

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scientific article; zbMATH DE number 7383073
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English
Regularized sample average approximation approach for two-stage stochastic variational inequalities
scientific article; zbMATH DE number 7383073

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    Regularized sample average approximation approach for two-stage stochastic variational inequalities (English)
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    18 August 2021
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    two-stage
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    stochastic variational inequality
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    SAA
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    regularization method
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    convergence analysis
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