Expected residual minimization formulation for a class of stochastic vector variational inequalities
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Publication:1686673
DOI10.1007/s10957-016-0939-5zbMath1409.90209OpenAlexW2344035367MaRDI QIDQ1686673
Jin Zhang, Gui-Hua Lin, Yong Zhao, Yang, Xinmin
Publication date: 15 December 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0939-5
sample average approximationexpected residual minimization formulationstochastic vector variational inequalities
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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