Convergence of discrete approximation for differential linear stochastic complementarity systems
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Publication:2021769
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
progressive hedging methodCarathéodory weak solutionepiconvergence almost surelyrandom lower semi-continuous
Ordinary differential inclusions (34A60) Numerical solutions to stochastic differential and integral equations (65C30)
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