Expected residual minimization formulation for a class of stochastic vector variational inequalities

DOI10.1007/s10957-016-0939-5zbMath1409.90209MaRDI QIDQ1686673

Jin Zhang, Gui-Hua Lin, Yong Zhao, Yang, Xinmin

Publication date: 15 December 2017

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0939-5

zbMATH Keywords

sample average approximation; expected residual minimization formulation; stochastic vector variational inequalities

Mathematics Subject Classification ID

90C15: Stochastic programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Related Items

Robust weighted expected residual minimization formulation for stochastic vector variational inequalities

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