Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging (Q1739045): Difference between revisions

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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
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+Robust solution of monotone stochastic linear complementarity problems
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+Two-stage stochastic variational inequalities: an ERM-solution procedure
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+SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
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+A nonsmooth version of Newton's method
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+.1007/S10107-018-1251-Y
@@ Property / DOI: 10.1007/S10107-018-1251-Y / rank @@
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