Expected residual minimization method for stochastic mixed variational inequality problems

MaRDI QIDQ4990877zbMATH OpenFDO

Authors Lin Chen, Xinmin Yang, Guihua Lin

Publication date 1 June 2021

Full work available at URL http://www.yokohamapublishers.jp/online-p/PJO/vol14/pjov14n4p703.pdf

zbMATH Keywords

convergence analysisexpected residual minimization formulationgap functionquasi-Monte Carlo methodstochastic mixed variational inequality 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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• Stochastic variational inequalities: residual minimization smoothing sample average approximations
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
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