Confidence regions of stochastic variational inequalities: error bound approach

DOI10.1080/02331934.2020.1857755zbMATH Open1495.90216OpenAlexW3111813509MaRDI QIDQ5090301FDOQ5090301

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

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zbMATH Keywords

stochastic programmingstochastic variational inequalitiesempirical likelihood method(non-)asymptotic confidence regions

Mathematics Subject Classification ID

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

Cites Work

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• Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities
• A new method to build confidence regions for solutions of stochastic variational inequalities
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• Statistics of robust optimization: a generalized empirical likelihood approach

Cited In (8)

• Moderate deviations for stochastic variational inequalities
• A new method to build confidence regions for solutions of stochastic variational inequalities
• A variational formulation of network games with random utility functions
• Confidence regions for stochastic variational inequalities
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
• Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities
• Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method
• Title not available (Why is that?)

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