Neural network smoothing approximation method for stochastic variational inequality problems
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Publication:2514678
DOI10.3934/jimo.2015.11.645zbMath1304.90205MaRDI QIDQ2514678
Publication date: 3 February 2015
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2015.11.645
convergence; regularized gap function; stochastic variational inequality; Monte Carlo sampling approximation; mixed conditional value-at-risk; neural network smoothing approximation
90C15: Stochastic programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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