Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems

DOI10.1155/2020/1203627zbMath1453.90173OpenAlexW3092265614MaRDI QIDQ2223090

Publication date: 28 January 2021

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/1203627

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Expected value model for optimizing the multiple bus headways
CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
CVaR-based formulation and approximation method for stochastic variational inequalities
A new model for solving stochastic second-order cone complementarity problem and its convergence analysis
Expected residual minimization method for stochastic variational inequality problems
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
An aggregate function method for nonlinear programming
Existence of solutions for a vector variational inequality: An extension of the Hartmann-Stampacchia theorem
Some generalized vector variational inequalities and complementarity problems for multivalued mappings
Sample-path solution of stochastic variational inequalities
Expected residual minimization formulation for a class of stochastic vector variational inequalities
Gap functions and existence of solutions to set-valued vector variational inequalities
The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
Vector variational inequalities and their relations with vector optimization
A vector variational inequality and optimization over an efficient set
Optimization and nonsmooth analysis
Analysis of Sample-Path Optimization
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

This page was built for publication: Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems