Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions

DOI10.1016/j.mcm.2011.09.003zbMath1255.90085MaRDI QIDQ1930995

Shuang Chen, Li-Ping Pang, Zun-Quan Xia, Fang-Fang Guo

Publication date: 24 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.09.003

zbMATH Keywords

stochastic variational inequality problem; Newton approximation

Mathematics Subject Classification ID

90C15: Stochastic programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

62L20: Stochastic approximation

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