Regularized sample average approximation approach for two-stage stochastic variational inequalities
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Publication:2046705
DOI10.1007/S10957-021-01905-ZzbMATH Open1475.90046OpenAlexW3179187675MaRDI QIDQ2046705FDOQ2046705
Publication date: 18 August 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01905-z
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Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Set-valued and variational analysis (49J53)
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Cited In (15)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Regularizations for stochastic linear variational inequalities
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems
- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach
- Convergence analysis of sample average approximation of two-stage stochastic generalized equations
- Sample average approximation method for a class of stochastic vector variational inequalities
- Dynamic stochastic projection method for multistage stochastic variational inequalities
- Distributionally robust variational inequalities: relaxation, quantification and discretization
- Regularized methods for a two-stage robust production planning problem and its sample average approximation
- Discrete approximation for two-stage stochastic variational inequalities
- Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
- A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems
- Monotonicity and complexity of multistage stochastic variational inequalities
- Sample average approximation method based on regularized gap function for stochastic mixed variational inequality problems
- Statistical robustness of two-stage stochastic variational inequalities
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