Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
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Publication:1739029
DOI10.1007/s10107-018-1279-zzbMath1461.90152OpenAlexW2802172887MaRDI QIDQ1739029
Publication date: 24 April 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1279-z
Parametric tolerance and confidence regions (62F25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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