On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
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Publication:430139
DOI10.1007/S11228-011-0181-0zbMATH Open1242.90246OpenAlexW2085144683MaRDI QIDQ430139FDOQ430139
Authors: Li-Ping Pang, Jie Zhang, Liwei Zhang 
Publication date: 20 June 2012
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-011-0181-0
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coderivativesample average approximationLipschitz-like propertyparametric stochastic variational inequalitystochastic bilevel program
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Cited In (9)
- A note on the optimality condition for a bilevel programming
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
- Optimality conditions for vector optimization problem governed by the cone constrained generalized equations
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
- Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
- A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints
- Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach
- Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem
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