SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
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Publication:3560111
DOI10.1142/S0217595910002569zbMath1186.90083WikidataQ105584176 ScholiaQ105584176MaRDI QIDQ3560111
Publication date: 19 May 2010
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
exponential convergencesample average approximationstochastic variational inequalitystochastic complementarity problem
Variational inequalities (49J40) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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