Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems

DOI10.1007/S00186-015-0512-2zbMATH Open1335.90101OpenAlexW1612593628MaRDI QIDQ890181FDOQ890181

Authors: Fang Lu, Jing Yang, S. J. Li 

Publication date: 9 November 2015

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-015-0512-2

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zbMATH Keywords

convergencestochastic variational inequalityquasi-Monte Carlo methodcompact approximation

Mathematics Subject Classification ID

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

Cites Work

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Cited In (10)

• Title not available (Why is that?)
• Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems
• On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems
• Sample average approximation method for a class of stochastic vector variational inequalities
• Title not available (Why is that?)
• Robust weighted expected residual minimization formulation for stochastic vector variational inequalities
• Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
• Method of weighted expected residual for solving stochastic variational inequality problems
• Convergence results of the ERM method for nonlinear stochastic variational inequality problems
• Deterministic bicriteria model for stochastic variational inequalities

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