Sample average approximation method for a class of stochastic vector variational inequalities
From MaRDI portal
Publication:6608467
DOI10.1080/00036811.2023.2260403zbMath1545.90119MaRDI QIDQ6608467
Guo-ji Tang, Dan-dan Dong, Jianxun Liu
Publication date: 19 September 2024
Published in: Applicable Analysis (Search for Journal in Brave)
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sample average approximation method for a class of stochastic variational inequality problems
- A new gap function for vector variational inequalities with an application
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
- Weak sharpness for gap functions in vector variational inequalities
- Method of weighted expected residual for solving stochastic variational inequality problems
- Limit vector variational inequalities and market equilibrium problems
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
- Expected residual minimization method for stochastic variational inequality problems
- Convergence results of the ERM method for nonlinear stochastic variational inequality problems
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- Sample-path solution of stochastic variational inequalities
- Vector variational inequalities and vector equilibria. Mathematical theories
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Stochastic variational inequalities: single-stage to multistage
- Expected residual minimization formulation for a class of stochastic vector variational inequalities
- Regularized sample average approximation approach for two-stage stochastic variational inequalities
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
- Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems
- On some non-linear elliptic differential functional equations
- Monotonicity and complexity of multistage stochastic variational inequalities
- Gap functions for vector variational inequalities
- SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
- Lectures on Stochastic Programming
- Vector variational inequality as a tool for studying vector optimization problems
- Variational Analysis
- Vector Variational Inequalities and Vector Optimization
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- A nonmonotone gradient method for constrained multiobjective optimization problems
- Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- A Stochastic Approximation Method
- A result on vector variational inequalities with polyhedral constraint sets
This page was built for publication: Sample average approximation method for a class of stochastic vector variational inequalities