Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
From MaRDI portal
Publication:371551
DOI10.1016/j.amc.2012.11.074zbMath1277.49011MaRDI QIDQ371551
Meng Wu, Hui-qiang Ma, Nan-Jing Huang, Jiu-Ping Xu
Publication date: 10 October 2013
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2012.11.074
convergence; error bound; level set; quasi-Monte Carlo method; stochastic variational inequality; expected residual minimization (ERM) problem
65C05: Monte Carlo methods
49J40: Variational inequalities
93E20: Optimal stochastic control
49J55: Existence of optimal solutions to problems involving randomness
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