Convergence of discrete approximation for differential linear stochastic complementarity systems

DOI10.1007/s11075-020-00965-yzbMath1468.65009OpenAlexW3045362177MaRDI QIDQ2021769

Yi Zhao, Xiaozhou Wang, Jianfeng Luo

Publication date: 27 April 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-020-00965-y

zbMATH Keywords

progressive hedging methodCarathéodory weak solutionepiconvergence almost surelyrandom lower semi-continuous

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

A class of delay differential variational inequalities with boundary conditions ⋮ Simulation-Based Study of Biological Systems with Threshold Policy by a Differential Linear Complementarity System

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