Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
type: Item
instance of: scholarly article
title: Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
zbMATH Open document ID: 1255.90085
author: Shuang Chen
author: Li-Ping Pang
author: Fangfang Guo
author: Zun-Quan Xia
published in: Mathematical and Computer Modelling
publication date: 2013-01-24T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 62L20
zbMATH DE Number: 6128870
zbMATH Keywords: stochastic variational inequality problem
zbMATH Keywords: Newton approximation
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.09.003
OpenAlex ID: W2027520271
cites work: Q4382287
cites work: Sample-path solution of stochastic variational inequalities
cites work: Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
cites work: SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
cites work: Finite-Dimensional Variational Inequalities and Complementarity Problems
cites work: Lectures on Stochastic Programming
cites work: A QP-free constrained Newton-type method for variational inequality problems
cites work: Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
DOI: 10.1016/J.MCM.2011.09.003
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description: scientific article; zbMATH DE number 6128870