Method of weighted expected residual for solving stochastic variational inequality problems

DOI10.1016/J.AMC.2015.07.115MaRDI QIDQ668716zbMATH OpenOpenAlexFDO

Authors Fang Lu, S. J. Li

Publication date 19 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2015.07.115

zbMATH Keywords

convergencestationary pointstochastic variational inequalityquasi-Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(15)

• Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
• Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
• scientific article; zbMATH DE number 6719436 (Why is no real title available?)
• Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
• Sample average approximation method for a class of stochastic vector variational inequalities
• Expected residual minimization method for a class of stochastic quasivariational inequality problems
• Deterministic bicriteria model for stochastic variational inequalities
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
• Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• scientific article; zbMATH DE number 6874793 (Why is no real title available?)
• On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems
• Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
• Expected residual minimization method for stochastic variational inequality problems

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