Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem
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Publication:5867625
DOI10.1137/20M1375796zbMath1500.90033WikidataQ114074139 ScholiaQ114074139MaRDI QIDQ5867625
Yang, Xinmin, Lin Chen, Jin Zhang, Yong-Chao Liu
Publication date: 14 September 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
convergence analysisstochastic approximationprojection methoddynamic samplingtwo-stage stochastic linear complementarity problem
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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