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Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse - MaRDI portal

Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse (Q5085549)

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scientific article; zbMATH DE number 7548886
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Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
scientific article; zbMATH DE number 7548886

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    Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse (English)
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    27 June 2022
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    two-stage stochastic variational inequality problem
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    residual function
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    quantitative stability analysis
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    sample average approximation
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    convergence analysis
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