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Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem - MaRDI portal

Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem (Q5867625)

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scientific article; zbMATH DE number 7584878
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Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem
scientific article; zbMATH DE number 7584878

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    Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem (English)
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    14 September 2022
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    two-stage stochastic linear complementarity problem
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    stochastic approximation
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    projection method
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    dynamic sampling
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    convergence analysis
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