Expected residual minimization formulation for stochastic absolute value equations

DOI10.1007/s10957-024-02527-xMaRDI QIDQ6636805

Jin Chuan Zhou, Jingyong Tang

Publication date: 12 November 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo approximationexpected residual minimization formulationstochastic absolute value equationssmoothing gradient method

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Calculus of variations and optimal control; optimization (49-XX)

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