Regularizations for stochastic linear variational inequalities

DOI10.1007/s10957-013-0514-2zbMath1342.90209MaRDI QIDQ481768

Yanfang Zhang, Xiaojun Chen

Publication date: 15 December 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0514-2

zbMATH Keywords

epi-convergence; stochastic variational inequality; expected residual minimization; semismooth

Mathematics Subject Classification ID

90C15: Stochastic programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Related Items

Robust weighted expected residual minimization formulation for stochastic vector variational inequalities, Unconstrained optimization reformulation for stochastic nonlinear complementarity problems, Expected residual minimization formulation for a class of stochastic vector variational inequalities, Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities, Stochastic \(R_0\) tensors to stochastic tensor complementarity problems, Deterministic bicriteria model for stochastic variational inequalities

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