Expected residual minimization method for stochastic variational inequality problems

DOI10.1007/S10957-008-9439-6zbMATH Open1190.90112OpenAlexW2057613951MaRDI QIDQ1024243FDOQ1024243

Authors: Mei-Ju Luo, Guihua Lin 

Publication date: 16 June 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9439-6

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• scientific article; zbMATH DE number 6874793

zbMATH Keywords

level setsquasi-Monte Carlo methodsstochastic variational inequalitiesConvergence

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• A Stochastic Version of a Stackelberg-Nash-Cournot Equilibrium Model

Cited In (42)

• Regularizations for stochastic linear variational inequalities
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• Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem
• An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
• Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• A sample average approximation method based on a D-gap function for stochastic variational inequality problems
• Convergence analysis of the largest and smallest H-eigenvalues for a class of tensor sequences
• 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
• Distributionally robust expected residual minimization for stochastic variational inequality problems
• Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
• Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
• Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
• Sample average approximation method for a class of stochastic vector variational inequalities
• Title not available (Why is that?)
• Distributionally robust Weber problem with uncertain demand
• Two-stage stochastic variational inequalities: theory, algorithms and applications
• A smoothing Newton method for solving a class of stochastic linear complementarity problems
• Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
• Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
• Minimum mean-squared deviation method for stochastic complementarity problems
• Two-stage stochastic variational inequality arising from stochastic programming
• Expected residual minimization formulation for a class of stochastic vector variational inequalities
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
• Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
• Stochastic variational inequality problems with additional constraints and their applications in supply chain network equilibria
• Expected residual minimization method for a class of stochastic quasivariational inequality problems
• A new gap function for vector variational inequalities with an application
• Method of weighted expected residual for solving stochastic variational inequality problems
• Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
• Robust solutions to box-constrained stochastic linear variational inequality problem
• Neural network smoothing approximation method for stochastic variational inequality problems
• Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
• CVaR-based formulation and approximation method for stochastic variational inequalities
• A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem
• Convergence results of the ERM method for nonlinear stochastic variational inequality problems
• Sample average approximation method for solving a deterministic formulation for box constrained stochastic variational inequality problems
• Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
• Deterministic bicriteria model for stochastic variational inequalities

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