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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| English | Sample average approximation methods for a class of stochastic variational inequality problems |
scientific article; zbMATH DE number 5709700 |
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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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0.9236326813697816
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0.8823168873786926
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0.8785654306411743
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0.8599029183387756
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0.8490094542503357
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