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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instance of

scholarly 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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describes a project that uses

SUTIL

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mvtnorm

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MaRDI profile type

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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Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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Two-stage stochastic variational inequalities: an ERM-solution procedure

0 references

Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations

0 references

Robust solution of monotone stochastic linear complementarity problems

0 references

Differential Stability of Two-Stage Stochastic Programs

0 references

Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets

0 references

Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems

0 references

Finite-Dimensional Variational Inequalities and Complementarity Problems

0 references

Stochastic $R_0$ Matrix Linear Complementarity Problems

0 references

Q4337614

0 references

Engineering and Economic Applications of Complementarity Problems

0 references

Computation of multivariate normal and $t$ probabilities

0 references

Q4870835

0 references

Equilibrium problems: nonsmooth optimization and variational inequality models

0 references

Approximations of Nash equilibria

0 references

Sample-path solution of stochastic variational inequalities

0 references

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

0 references

Q5613647

0 references

Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

0 references

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

0 references

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

0 references

Validation analysis of mirror descent stochastic approximation method

0 references

The empirical behavior of sampling methods for stochastic programming

0 references

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

0 references

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

0 references

Confidence Regions for Stochastic Variational Inequalities

0 references

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

0 references

Expected residual minimization method for stochastic variational inequality problems

0 references

Newton's Method for B-Differentiable Equations

0 references

Optimal Control of Uncertain Systems Using Sample Average Approximations

0 references

On branching numbers of normal manifolds

0 references

Strongly Regular Generalized Equations

0 references

An Implicit-Function Theorem for a Class of Nonsmooth Functions

0 references

Normal Maps Induced by Linear Transformations

0 references

Q4870847

0 references

Stochastic variational inequalities: single-stage to multistage

0 references

Q4830009

0 references

Introduction to Piecewise Differentiable Equations

0 references

Asymptotic Behavior of Optimal Solutions in Stochastic Programming

0 references

Lectures on Stochastic Programming

0 references

On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs

0 references

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

0 references

Universal Confidence Sets for Solutions of Optimization Problems

0 references

Note on the Consistency of the Maximum Likelihood Estimate

0 references

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

0 references

Confidence Intervals for Sparse Penalized Regression With Random Designs

0 references

Identifiers

zbMATH Open document ID

1461.90152

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DOI

10.1007/s10107-018-1279-z

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Mathematics Subject Classification ID

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0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1739029

@@ Property / cites work @@
+Q3563019
@@ Property / cites work: Q3563019 / rank @@
+Normal rank
@@ Property / cites work @@
+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Two-stage stochastic variational inequalities: an ERM-solution procedure
+Normal rank
@@ Property / cites work @@
+Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
+Normal rank
@@ Property / cites work @@
+Robust solution of monotone stochastic linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Differential Stability of Two-Stage Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Stochastic $R_0$ Matrix Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Q4337614
@@ Property / cites work: Q4337614 / rank @@
+Normal rank
@@ Property / cites work @@
+Engineering and Economic Applications of Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Computation of multivariate normal and \(t\) probabilities
+Normal rank
@@ Property / cites work @@
+Q4870835
@@ Property / cites work: Q4870835 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium problems: nonsmooth optimization and variational inequality models
+Normal rank
@@ Property / cites work @@
+Approximations of Nash equilibria
@@ Property / cites work: Approximations of Nash equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Sample-path solution of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
+Normal rank
@@ Property / cites work @@
+Q5613647
@@ Property / cites work: Q5613647 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Validation analysis of mirror descent stochastic approximation method
+Normal rank
@@ Property / cites work @@
+The empirical behavior of sampling methods for stochastic programming
+Normal rank
@@ Property / cites work @@
+A new method to build confidence regions for solutions of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Confidence Regions for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Confidence Intervals and Regions for the Lasso by Using Stochastic Variational Inequality Techniques in Optimization
+Normal rank
@@ Property / cites work @@
+Expected residual minimization method for stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+Newton's Method for B-Differentiable Equations
@@ Property / cites work: Newton's Method for B-Differentiable Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Uncertain Systems Using Sample Average Approximations
+Normal rank
@@ Property / cites work @@
+On branching numbers of normal manifolds
@@ Property / cites work: On branching numbers of normal manifolds / rank @@
+Normal rank
@@ Property / cites work @@
+Strongly Regular Generalized Equations
@@ Property / cites work: Strongly Regular Generalized Equations / rank @@
+Normal rank
@@ Property / cites work @@
+An Implicit-Function Theorem for a Class of Nonsmooth Functions
+Normal rank
@@ Property / cites work @@
+Normal Maps Induced by Linear Transformations
@@ Property / cites work: Normal Maps Induced by Linear Transformations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4870847
@@ Property / cites work: Q4870847 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic variational inequalities: single-stage to multistage
+Normal rank
@@ Property / cites work @@
+Q4830009
@@ Property / cites work: Q4830009 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Piecewise Differentiable Equations
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of Optimal Solutions in Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
+Normal rank
@@ Property / cites work @@
+Universal Confidence Sets for Solutions of Optimization Problems
+Normal rank
@@ Property / cites work @@
+Note on the Consistency of the Maximum Likelihood Estimate
+Normal rank
@@ Property / cites work @@
+SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Sparse Penalized Regression With Random Designs
+Normal rank