Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
DOI10.1080/00036811.2020.1836352zbMath1489.90083OpenAlexW3094592196MaRDI QIDQ5085549
Jie Jiang, Jianxun Liu, Sheng Jie Li
Publication date: 27 June 2022
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036811.2020.1836352
convergence analysisresidual functionsample average approximationquantitative stability analysistwo-stage stochastic variational inequality problem
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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