Distributionally robust expected residual minimization for stochastic variational inequality problems
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Publication:6113529
DOI10.1080/10556788.2023.2167995zbMath1522.90228arXiv2111.07500OpenAlexW4319311835MaRDI QIDQ6113529
Nobuo Yamashita, Yuya Yamakawa, Atsushi Hori
Publication date: 9 August 2023
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.07500
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
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