Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

Inequalities; stochastic orderings (60E15) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (only showing first 100 items - show all)

Variance-based single-call proximal extragradient algorithms for stochastic mixed variational inequalities
Regularizations for stochastic linear variational inequalities
Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
Stochastic approximation results for variational inequality problem using random-type iterative schemes
A class of uncertain variational inequality problems
An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
Stochastic approximation methods for the two-stage stochastic linear complementarity problem
On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
Almost sure convergence of the forward-backward-forward splitting algorithm
Stochastic forward-backward splitting for monotone inclusions
A variational-inequality approach to stochastic boundary value problems with inequality constraints and its application to contact and elastoplasticity
Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications
Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
On variance reduction for stochastic smooth convex optimization with multiplicative noise
A sample average approximation method based on a D-gap function for stochastic variational inequality problems
Variance-based extragradient methods with line search for stochastic variational inequalities
On the solution of stochastic optimization and variational problems in imperfect information regimes
Title not available (Why is that?)
On the multivariable approximate stochastic realization problem
Two-stage stochastic variational inequalities: an ERM-solution procedure
Two-stage non-cooperative games with risk-averse players
Stochastic variational inequalities: single-stage to multistage
On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
Sample average approximation method for a class of stochastic variational inequality problems
Title not available (Why is that?)
Sample average approximation methods for a class of stochastic variational inequality problems
A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
Two-stage stochastic variational inequalities: theory, algorithms and applications
Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
Iterative stochastic methods for solving variational problems of mathematical physics and operations research
Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
On the convergence of mirror descent beyond stochastic convex programming
SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets
Title not available (Why is that?)
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
Expected residual minimization formulation for a class of stochastic vector variational inequalities
Accelerated schemes for a class of variational inequalities
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
Expected residual minimization method for a class of stochastic quasivariational inequality problems
A new gap function for vector variational inequalities with an application
Stochastic regularized Newton methods for nonlinear equations
Method of weighted expected residual for solving stochastic variational inequality problems
Variance reduction in sample approximations of stochastic programs
Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
On stochastic gradient and subgradient methods with adaptive steplength sequences
Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
Probabilistic representation and approximation for coupled systems of variational inequalities
On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
On the computation of equilibria in monotone and potential stochastic hierarchical games
Smoothing methods for nonsmooth, nonconvex minimization
Title not available (Why is that?)
A closed-loop supply chain equilibrium model with random and price-sensitive demand and return
Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem
A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
A random time-dependent noncooperative equilibrium problem
Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems
Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems
Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
Improved variance reduction extragradient method with line search for stochastic variational inequalities
Sample average approximation method for a class of stochastic vector variational inequalities
Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality
A hybrid Newton method for stochastic variational inequality problems and application to traffic equilibrium
Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint
A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities
Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
Dynamic stochastic projection method for multistage stochastic variational inequalities
On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
Variance-based subgradient extragradient method for stochastic variational inequality problems
Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application
Modified Stochastic Extragradient Methods for Stochastic Variational Inequality
Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems
Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties
Distributionally robust variational inequalities: relaxation, quantification and discretization
Stochastic approximation for estimating the price of stability in stochastic Nash games
A method with convergence rates for optimization problems with variational inequality constraints
Vaidya's method for convex stochastic optimization problems in small dimension
Minimum mean-squared deviation method for stochastic complementarity problems
Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
Variable sample-size optimistic mirror descent algorithm for stochastic mixed variational inequalities
Title not available (Why is that?)
Variance-based stochastic projection gradient method for two-stage co-coercive stochastic variational inequalities
Robust solutions to box-constrained stochastic linear variational inequality problem
Neural network smoothing approximation method for stochastic variational inequality problems
Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems
Minibatch forward-backward-forward methods for solving stochastic variational inequalities
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs

This page was built for publication: Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4974264)