Monotonicity and complexity of multistage stochastic variational inequalities

DOI10.1007/s10957-022-02099-8OpenAlexW4298006457MaRDI QIDQ2696949

Jie Jiang, Hailin Sun

Publication date: 17 April 2023

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-022-02099-8

zbMATH Keywords

monotonicityrate of convergencesample average approximationstochastic variational inequality

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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