Expected residual minimization method for a class of stochastic mixed equilibrium problems

DOI10.11721/CQNUJ20190609MaRDI QIDQ3307664zbMATH OpenFDO

Authors Shu-qiang Shan, Wu Zhou, Jiancheng Song

Publication date 12 August 2020

Full work available at URL https://doi.org/10.11721/CQNUJ20190609

zbMATH Keywords

expected residual minimization methodgeneralized \(f\)-projectionregularized gap functionsample average approximation methodstochastic mixed equilibrium problem

Mathematics Subject Classification ID

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

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