Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities

DOI10.1137/13090506XzbMath1304.49022arXiv1406.6985OpenAlexW1998826940MaRDI QIDQ2934486

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6985

zbMATH Keywords

stochastic optimization confidence region confidence interval sample average approximation stochastic variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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