On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
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Cites work
- scientific article; zbMATH DE number 3772411 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 5237389 (Why is no real title available?)
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- Maximum principle in the problem of time optimal response with nonsmooth constraints
- Metric regularity, tangent sets, and second-order optimality conditions
- On perturbation stability of metric regularity
- On the Calmness of a Class of Multifunctions
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
- On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
- Regularity and stability for the mathematical programming problem in Banach spaces
- Sample average approximation methods for a class of stochastic variational inequality problems
- Sample-path optimization of convex stochastic performance functions
- Sample-path solution of stochastic variational inequalities
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
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- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
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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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