Confidence regions of stochastic variational inequalities: error bound approach

DOI10.1080/02331934.2020.1857755zbMath1495.90216OpenAlexW3111813509MaRDI QIDQ5090301

Jin Zhang, Yong-Chao Liu

Publication date: 18 July 2022

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2020.1857755

zbMATH Keywords

stochastic programmingempirical likelihood methodstochastic variational inequalities(non-)asymptotic confidence regions

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (2)

Moderate deviations for stochastic variational inequalities ⋮ A variational formulation of network games with random utility functions

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