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Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems - MaRDI portal

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Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems (Q2911578)

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scientific article; zbMATH DE number 6074928
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English
Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
scientific article; zbMATH DE number 6074928

    Statements

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    31 August 2012
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    box constrained stochastic variational inequality
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    expected residual minimization
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    level sets
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    sample average approximation
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    convergence
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    Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems (English)
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