Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
DOI10.3934/jimo.2021083OpenAlexW3152554917MaRDI QIDQ2086937
Yingrang Xu, Jianxun Liu, Sheng Jie Li
Publication date: 26 October 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021083
rate of convergencesample average approximationstochastic variational inequality problemquantitative stability analysisERM formulation
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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