Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029): Difference between revisions

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English	Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities	scientific article

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title

Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (English)

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Mathematical Programming. Series A. Series B

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publication date

24 April 2019

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zbMATH Keywords

Nash-type equilibrium problems, confidence intervals

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SUTIL

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mvtnorm

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10107-018-1279-z

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cites work

Q3563019

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Engineering and Economic Applications of Complementarity Problems

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Computation of multivariate normal and $t$ probabilities

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Equilibrium problems: nonsmooth optimization and variational inequality models

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Sample-path solution of stochastic variational inequalities

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Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

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Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

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Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities

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Validation analysis of mirror descent stochastic approximation method

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The empirical behavior of sampling methods for stochastic programming

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A new method to build confidence regions for solutions of stochastic variational inequalities

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Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities

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Confidence Regions for Stochastic Variational Inequalities

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Confidence Intervals and Regions for the Lasso by Using Stochastic Variational Inequality Techniques in Optimization

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On branching numbers of normal manifolds

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Strongly Regular Generalized Equations

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An Implicit-Function Theorem for a Class of Nonsmooth Functions

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Q4870847

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Stochastic variational inequalities: single-stage to multistage

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Q4830009

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Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation

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Universal Confidence Sets for Solutions of Optimization Problems

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Note on the Consistency of the Maximum Likelihood Estimate

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SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

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Confidence Intervals for Sparse Penalized Regression With Random Designs

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Identifiers

zbMATH Open document ID

1461.90152

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Mathematics Subject Classification ID

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10.1007/S10107-018-1279-Z

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Sitelinks

Mathematics(1 entry)

mardi Publication:1739029

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