Dynamic stochastic projection method for multistage stochastic variational inequalities (Q6624436)

scientific article; zbMATH DE number 7932037

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English	Dynamic stochastic projection method for multistage stochastic variational inequalities	scientific article; zbMATH DE number 7932037

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title

Dynamic stochastic projection method for multistage stochastic variational inequalities (English)

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Computational Optimization and Applications

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publication date

25 October 2024

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zbMATH Keywords

multistage stochastic variational inequalities

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stochastic approximation method

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inexact stochastic projection method

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dynamic stochastic projection method

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convergence rate

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Publication

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cites work

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Variational and quasi-variational inequalities in mechanics

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A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management

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Two-stage non-cooperative games with risk-averse players

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Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

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On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10589-024-00594-4

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Mathematics(1 entry)

mardi Publication:6624436