Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality
DOI10.1016/j.jmaa.2012.11.048zbMath1306.90113OpenAlexW2072743821MaRDI QIDQ2258428
Shuang Lin, Jie Zhang, Li-wei Zhang
Publication date: 26 February 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.11.048
sample average approximationparametric stochastic variational inequalitystochastic mathematical program with complementarity constraintslocal Lipschitz homeomorphism
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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