Confidence Regions for Stochastic Variational Inequalities

DOI10.1287/moor.1120.0579zbMath1291.90262OpenAlexW2108521965MaRDI QIDQ5169679

Shu Lu, Amarjit Budhiraja

Publication date: 11 July 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0861a8d3f659e82c59f1740d7645fa92db19f410

zbMATH Keywords

variational inequalitieslarge deviationsstatistical inferenceconfidence regionsstochastic variational inequalitiescentral limit theorems in Banach spaces

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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