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On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality - MaRDI portal

On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139)

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scientific article; zbMATH DE number 6048629
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On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
scientific article; zbMATH DE number 6048629

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    On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (English)
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    20 June 2012
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    coderivative
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    sample average approximation
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    parametric stochastic variational inequality
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    Lipschitz-like property
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    stochastic bilevel program
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