Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
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Publication:2066195
DOI10.1007/s11075-021-01110-zzbMath1483.90096OpenAlexW3158027733MaRDI QIDQ2066195
Publication date: 13 January 2022
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-021-01110-z
convergence analysissample average approximationtwo-stagemultistagestochastic complementarity problems
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Monotonicity and complexity of multistage stochastic variational inequalities ⋮ Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
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