Method of weighted expected residual for solving stochastic variational inequality problems

DOI10.1016/j.amc.2015.07.115zbMath1410.90219OpenAlexW1248890587MaRDI QIDQ668716

Fang Lu, Sheng Jie Li

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.07.115

zbMATH Keywords

convergencestationary pointquasi-Monte Carlo methodstochastic variational inequality

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (5)

Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse ⋮ Deterministic bicriteria model for stochastic variational inequalities ⋮ On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems ⋮ Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

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