Confidence regions of stochastic variational inequalities: error bound approach

DOI10.1080/02331934.2020.1857755zbMath1495.90216OpenAlexW3111813509MaRDI QIDQ5090301

Jin Zhang, Yong-Chao Liu

Publication date: 18 July 2022

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2020.1857755

zbMATH Keywords

stochastic programmingempirical likelihood methodstochastic variational inequalities(non-)asymptotic confidence regions

Mathematics Subject Classification ID

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

Related Items (1)

A variational formulation of network games with random utility functions

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