Regularizations for stochastic linear variational inequalities

DOI10.1007/s10957-013-0514-2zbMath1342.90209OpenAlexW1979117626MaRDI QIDQ481768

Yanfang Zhang, Xiaojun Chen

Publication date: 15 December 2014

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

Full work available at URL: https://doi.org/10.1007/s10957-013-0514-2

zbMATH Keywords

epi-convergencestochastic variational inequalityexpected residual minimizationsemismooth

Mathematics Subject Classification ID

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

Related Items (6)

Stochastic \(R_0\) tensors to stochastic tensor complementarity problems ⋮ Expected residual minimization formulation for a class of stochastic vector variational inequalities ⋮ Deterministic bicriteria model for stochastic variational inequalities ⋮ Robust weighted expected residual minimization formulation for stochastic vector variational inequalities ⋮ Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

Cites Work

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