Regularizations for stochastic linear variational inequalities
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Publication:481768
DOI10.1007/s10957-013-0514-2zbMath1342.90209OpenAlexW1979117626MaRDI QIDQ481768
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
Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (6)
Stochastic \(R_0\) tensors to stochastic tensor complementarity problems ⋮ Expected residual minimization formulation for a class of stochastic vector variational inequalities ⋮ Deterministic bicriteria model for stochastic variational inequalities ⋮ Robust weighted expected residual minimization formulation for stochastic vector variational inequalities ⋮ Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
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