Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
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Publication:1930995
DOI10.1016/j.mcm.2011.09.003zbMath1255.90085OpenAlexW2027520271MaRDI QIDQ1930995
Shuang Chen, Li-Ping Pang, Zun-Quan Xia, Fang-Fang Guo
Publication date: 24 January 2013
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2011.09.003
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic approximation (62L20)
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Cites Work
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