Regularized sample average approximation approach for two-stage stochastic variational inequalities
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Publication:2046705
DOI10.1007/s10957-021-01905-zzbMath1475.90046OpenAlexW3179187675MaRDI QIDQ2046705
Publication date: 18 August 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01905-z
Stochastic programming (90C15) Set-valued and variational analysis (49J53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Monotonicity and complexity of multistage stochastic variational inequalities, Statistical robustness of two-stage stochastic variational inequalities
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