Confidence regions for stochastic variational inequalities

DOI10.1287/MOOR.1120.0579MaRDI QIDQ5169679zbMATH OpenOpenAlexFDO

Authors 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

central limit theorems in Banach spacesconfidence regionslarge deviationsstatistical inferencestochastic variational inequalitiesvariational 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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Cited in

(21)

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• Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
• Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral sets
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• A new method to build confidence regions for solutions of stochastic variational inequalities
• Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
• Confidence regions of two‐stage stochastic linear complementarity problems
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• Moderate deviations for stochastic variational inequalities
• A modified Popov algorithm for non-monotone and non-Lipschitzian stochastic variational inequalities
• Stochastic approximation based confidence regions for stochastic variational inequalities

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