ERM model with CVaR constraint for solving stochastic tensor complementarity problems

MaRDI QIDQ6968819zbMATH OpenFDO

Authors Mei-Ju Luo, van Thien Nguyen, Yue Zhang

Publication date 23 June 2025

Published in Journal of Nonlinear and Convex Analysis (Search for Journal in Brave)

Full work available at URL http://yokohamapublishers.jp/online2/opjnca/vol26/p61.html

zbMATH Keywords

CVaRpenalty sample average approximation methodsmoothing methodstochastic tensor complementarity problem

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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