Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach
DOI10.3934/jimo.2018116zbMath1438.90308OpenAlexW2886522229MaRDI QIDQ2315596
Fan-Yun Meng, Jin-He Wang, Li-Ping Pang
Publication date: 25 July 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2018116
stochastic programmingmultiobjective programmingparametric variational inequalitiessample average approximation
Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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