Monte Carlo sampling method for a class of box-constrained stochastic variational inequality problems

DOI10.1155/2021/6618180MaRDI QIDQ6484010zbMATH OpenFDO

Authors Peiyu Li

Publication date 24 January 2022

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(1)

• Robust solutions to box-constrained stochastic linear variational inequality problem

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