A Hybrid Newton Method for Stochastic Variational Inequality Problems and Application to Traffic Equilibrium
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Publication:5012885
DOI10.1142/S0217595920500360zbMath1481.90300OpenAlexW3037450354MaRDI QIDQ5012885
Qiao-Na Fan, Pei-Ping Shen, Yan-Chao Liang
Publication date: 26 November 2021
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595920500360
sample average approximationstochastic variational inequalitytraffic equilibriumD-gap functionhybrid Newton method
Stochastic programming (90C15) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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