Monotonicity and complexity of multistage stochastic variational inequalities (Q2696949)

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Monotonicity and complexity of multistage stochastic variational inequalities

scientific article; zbMATH DE number 7675395

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English	Monotonicity and complexity of multistage stochastic variational inequalities	scientific article; zbMATH DE number 7675395

Statements

instance of

scholarly article

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title

Monotonicity and complexity of multistage stochastic variational inequalities (English)

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Journal of Optimization Theory and Applications

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publication date

17 April 2023

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zbMATH Keywords

stochastic variational inequality

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monotonicity

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sample average approximation

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rate of convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10957-022-02099-8

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cites work

Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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Two-stage stochastic variational inequalities: an ERM-solution procedure

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Convergence analysis of sample average approximation of two-stage stochastic generalized equations

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Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems

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Stochastic variational inequalities: residual minimization smoothing sample average approximations

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Sample-path solution of stochastic variational inequalities

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Quantitative analysis for a class of two-stage stochastic linear variational inequality problems

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On complexity of multistage stochastic programs under heavy tailed distributions

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Regularized sample average approximation approach for two-stage stochastic variational inequalities

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Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty

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Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage

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Solution differentiability for variational inequalities

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Two-stage stochastic variational inequality arising from stochastic programming

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A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management

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Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse

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Error bounds for strongly monotone and Lipschitz continuous variational inequalities

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Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

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Stochastic variational inequalities: single-stage to multistage

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On complexity of multistage stochastic programs

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Lectures on stochastic programming. Modeling and theory.

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Two-stage stochastic variational inequalities: theory, algorithms and applications

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Sample average approximation methods for a class of stochastic variational inequality problems

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Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10957-022-02099-8

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Sitelinks

Mathematics(1 entry)

mardi Monotonicity and complexity of multistage stochastic variational inequalities