On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
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Publication:632231
DOI10.1007/s11228-010-0141-0zbMath1209.90324OpenAlexW2010444209MaRDI QIDQ632231
Yue Wu, Jie Zhang, Li-wei Zhang
Publication date: 15 March 2011
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-010-0141-0
coderivativesample average approximationLipschitz-like propertyparametric stochastic generalized equationSMPCC
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A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem, On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality, A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints, Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem, Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality, STABILITY ANALYSIS OF PARAMETRIC GENERALIZED EQUATIONS AND APPLICATIONS
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