Confidence regions of two‐stage stochastic linear complementarity problems

DOI10.1111/ITOR.12884MaRDI QIDQ6092498zbMATH OpenOpenAlexFDO

Authors Yongchao Liu, Shengchao Zhao

Publication date 23 November 2023

Published in International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/itor.12884

zbMATH Keywords

confidence regionserror-bound conditionssample average approximation (SAA)two-stage stochastic linear complementarity problems (TSLCP)

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

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Cited in

(2)

• scientific article; zbMATH DE number 4061000 (Why is no real title available?)
• Stochastic approximation based confidence regions for stochastic variational inequalities

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