Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
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Cites work
- A QP-free constrained Newton-type method for variational inequality problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- scientific article; zbMATH DE number 1134975 (Why is no real title available?)
- Lectures on Stochastic Programming
- Sample average approximation methods for a class of stochastic variational inequality problems
- Sample-path solution of stochastic variational inequalities
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
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(17)- Sample-path solution of stochastic variational inequalities
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- A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application
- An inexact semismooth Newton method for variational inequality with symmetric cone constraints
- A class of uncertain variational inequality problems
- Risk management in portfolio applications of non-convex stochastic programming
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
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- A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium
- Numerical method for stochastic variational inequality problems with second-order cone constraints
- Solving Two-Stage Stochastic Variational Inequalities by a Hybrid Projection Semismooth Newton Algorithm
- Stochastic regularized Newton methods for nonlinear equations
- Monte Carlo sampling method for a class of box-constrained stochastic variational inequality problems
- Dynamic stochastic projection method for multistage stochastic variational inequalities
- Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
- Analysis of Tseng algorithm with inertial extrapolation step for stochastic variational inequality problem
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