Moderate deviations for stochastic variational inequalities

DOI10.1080/02331934.2023.2192736MaRDI QIDQ6565294zbMATH OpenFDO

Authors Mingjie Gao, Ka Fai Cedric Yiu

Publication date 1 July 2024

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2023.2192736

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Confidence regions for stochastic variational inequalities
• Sample average approximation methods for a class of stochastic variational inequality problems
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
• Moderate Deviations and Invariance Principles for Sample Average Approximations

Cites work

• A new method to build confidence regions for solutions of stochastic variational inequalities
• Asymptotic Behavior of Optimal Solutions in Stochastic Programming
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
• Confidence regions for stochastic variational inequalities
• Confidence regions of stochastic variational inequalities: error bound approach
• Convergence analysis of sample average approximation of two-stage stochastic generalized equations
• Convex Analysis
• Delta method in large deviations and moderate deviations for estimators
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• scientific article; zbMATH DE number 860074 (Why is no real title available?)
• Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities
• Large deviations techniques and applications.
• Large deviations, moderate deviations and LIL for empirical processes
• Lectures on stochastic programming. Modeling and theory.
• Moderate deviations for \(m\)-dependent random variables with Banach space values
• Normal Maps Induced by Linear Transformations
• On concepts of directional differentiability
• On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
• Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
• Sample average approximation methods for a class of stochastic variational inequality problems
• Sample-path solution of stochastic variational inequalities
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
• Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities
• Two-stage stochastic variational inequalities: an ERM-solution procedure
• Uncertainty quantification in variational inequalities. Theory, numerics, and applications
• Universal Confidence Sets for Solutions of Optimization Problems
• Weak convergence and empirical processes. With applications to statistics

This page was built for publication: Moderate deviations for stochastic variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6565294)