A sample average approximation method based on a D-gap function for stochastic variational inequality problems

DOI10.3934/jimo.2014.10.977zbMath1292.90217OpenAlexW2330851917MaRDI QIDQ2438415

Xiao Hu, Pan Zhang, Rong Hu, Su-xiang He

Publication date: 11 March 2014

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2014.10.977

zbMATH Keywords

convergencesample average approximation methodstochastic variational inequality problemD-gap functionexpected-value formulation

Mathematics Subject Classification ID

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

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