Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations

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

zbMATH Keywords

convergence; error bound; level set; quasi-Monte Carlo method; stochastic variational inequality; expected residual minimization (ERM) problem

Mathematics Subject Classification ID

65C05: Monte Carlo methods

49J40: Variational inequalities

93E20: Optimal stochastic control

49J55: Existence of optimal solutions to problems involving randomness

Related Items

Unconstrained optimization reformulation for stochastic nonlinear complementarity problems, On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems, Method of weighted expected residual for solving stochastic variational inequality problems, Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems, Solvability of parabolic variational-hemivariational inequalities involving space-fractional Laplacian, Deterministic bicriteria model for stochastic variational inequalities

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