Expected residual minimization formulation for a class of stochastic vector variational inequalities

DOI10.1007/s10957-016-0939-5zbMath1409.90209OpenAlexW2344035367MaRDI QIDQ1686673

Jin Zhang, Gui-Hua Lin, Yong Zhao, Yang, Xinmin

Publication date: 15 December 2017

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0939-5

zbMATH Keywords

sample average approximationexpected residual minimization formulationstochastic vector variational inequalities

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

On the study of multistage stochastic vector quasi-variational problems ⋮ On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems ⋮ Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems ⋮ Robust weighted expected residual minimization formulation for stochastic vector variational inequalities ⋮ Optimal control and approximation for elliptic bilateral obstacle problems ⋮ Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities

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