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

convergencequasi-Monte Carlo methodstationary pointstochastic variational inequality

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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Cites work

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Cited in

(17)

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

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