Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications
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Publication:5149551
DOI10.1142/S0217595920500116zbMath1460.90194OpenAlexW3003913237MaRDI QIDQ5149551
Zhen-Ping Yang, Yuliang Wang, Gui-Hua Lin
Publication date: 11 February 2021
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595920500116
stochastic approximationstochastic variational inequalitylinear convergence ratemodified backward-forward algorithmstochastic natural gas trading market
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Microeconomic theory (price theory and economic markets) (91B24)
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