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 convergence; sample average approximation; stochastic variational inequality; stochastic complementarity problem
49J40: Variational inequalities
90C15: Stochastic programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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