Expected residual minimization method for stochastic variational inequality problems
From MaRDI portal
(Redirected from Publication:1024243)
Recommendations
- Expected residual minimization method for stochastic mixed variational inequality problems
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
- Expected residual minimization method for a class of stochastic quasivariational inequality problems
- Expected residual minimization formulation for a class of stochastic vector variational inequalities
- Expected residual minimization method for uncertain variational inequality problems
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Expected residual minimization method for a class of stochastic mixed equilibrium problems
- Method of weighted expected residual for solving stochastic variational inequality problems
- scientific article; zbMATH DE number 6874793
Cites work
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1552025 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- New reformulations for stochastic nonlinear complementarity problems
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
- Robust solution of monotone stochastic linear complementarity problems
- Sample-path solution of stochastic variational inequalities
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- The \(SC^1\) 1property of an expected residual function arising from stochastic complementarity problems
Cited in
(48)- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
- Convergence results of the ERM method for nonlinear stochastic variational inequality problems
- Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
- Expected residual minimization method for a class of stochastic mixed equilibrium problems
- Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Two-stage stochastic variational inequality arising from stochastic programming
- scientific article; zbMATH DE number 6719436 (Why is no real title available?)
- A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
- An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
- Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
- Expected residual minimization method for stochastic mixed variational inequality problems
- A smoothing Newton method for solving a class of stochastic linear complementarity problems
- Convergence analysis of the largest and smallest H-eigenvalues for a class of tensor sequences
- Sample average approximation method for a class of stochastic vector variational inequalities
- Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
- Expected residual minimization method for a class of stochastic quasivariational inequality problems
- A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium
- Stochastic variational inequality problems with additional constraints and their applications in supply chain network equilibria
- Deterministic bicriteria model for stochastic variational inequalities
- Expected residual minimization formulation for a class of stochastic vector variational inequalities
- Distributionally robust Weber problem with uncertain demand
- Nonlinear variational inequality problems involving uncertain variable
- 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
- A new gap function for vector variational inequalities with an application
- 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
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Stochastic variational inequalities: single-stage to multistage
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems
- Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
- Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
- Sample average approximation method for a class of stochastic variational inequality problems
- Two-stage stochastic variational inequalities: theory, algorithms and applications
- Expected residual minimization formulation for stochastic absolute value equations
- 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
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Method of weighted expected residual for solving stochastic variational inequality problems
- Minimum mean-squared deviation method for stochastic complementarity problems
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- Regularizations for stochastic linear variational inequalities
- CVaR-based formulation and approximation method for stochastic variational inequalities
- Robust solutions to box-constrained stochastic linear variational inequality problem
- Neural network smoothing approximation method for stochastic variational inequality problems
This page was built for publication: Expected residual minimization method for stochastic variational inequality problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1024243)
