Sample average approximation methods for a class of stochastic variational inequality problems (Q3560111)

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scientific article; zbMATH DE number 5709700
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    Sample average approximation methods for a class of stochastic variational inequality problems
    scientific article; zbMATH DE number 5709700

      Statements

      SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (English)
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      19 May 2010
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      stochastic variational inequality
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      stochastic complementarity problem
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      sample average approximation
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      exponential convergence
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