SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

DOI10.1142/S0217595912500145zbMath1247.90268OpenAlexW2083533443MaRDI QIDQ2911578

Mei-Ju Luo, Gui-Hua Lin

Publication date: 31 August 2012

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595912500145

zbMATH Keywords

convergencelevel setssample average approximationexpected residual minimizationbox constrained stochastic variational inequality

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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