Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems

DOI10.1007/s00186-015-0512-2zbMath1335.90101OpenAlexW1612593628MaRDI QIDQ890181

Fang Lu, Jing Yang, Sheng Jie Li

Publication date: 9 November 2015

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-015-0512-2

zbMATH Keywords

convergencequasi-Monte Carlo methodstochastic variational inequalitycompact approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

Deterministic bicriteria model for stochastic variational inequalities ⋮ On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

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