Regularized sample average approximation approach for two-stage stochastic variational inequalities
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Cited in
(15)- Dynamic stochastic projection method for multistage stochastic variational inequalities
- Convergence analysis of sample average approximation of two-stage stochastic generalized equations
- Regularized methods for a two-stage robust production planning problem and its sample average approximation
- Discrete approximation for two-stage stochastic variational inequalities
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- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach
- Sample average approximation method based on regularized gap function for stochastic mixed variational inequality problems
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- 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
- Statistical robustness of two-stage stochastic variational inequalities
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