Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations

DOI10.1016/j.amc.2012.11.074zbMath1277.49011OpenAlexW2041074825MaRDI QIDQ371551

Meng Wu, Hui-qiang Ma, Nan-Jing Huang, Jiu-Ping Xu

Publication date: 10 October 2013

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.11.074

zbMATH Keywords

convergenceerror boundlevel setquasi-Monte Carlo methodstochastic variational inequalityexpected residual minimization (ERM) problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Variational inequalities (49J40) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems, Deterministic bicriteria model for stochastic variational inequalities, On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems, Method of weighted expected residual for solving stochastic variational inequality problems, Solvability of parabolic variational-hemivariational inequalities involving space-fractional Laplacian, Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

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