Confidence regions of stochastic variational inequalities: error bound approach

DOI10.1080/02331934.2020.1857755MaRDI QIDQ5090301zbMATH OpenOpenAlexFDO

Authors Jin Zhang, Yongchao Liu

Publication date 18 July 2022

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2020.1857755

zbMATH Keywords

(non-)asymptotic confidence regionsempirical likelihood methodstochastic programmingstochastic variational inequalities

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
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• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
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• Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities
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(11)

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• scientific article; zbMATH DE number 7752924 (Why is no real title available?)
• Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method
• Moderate deviations for stochastic variational inequalities
• Quantitative stability for stochastic tensor variational inequalities
• Stochastic approximation based confidence regions for stochastic variational inequalities

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