Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
From MaRDI portal
(Redirected from Publication:890181)
Recommendations
- Method of weighted expected residual for solving stochastic variational inequality problems
- Convergence results of the ERM method for nonlinear stochastic variational inequality problems
- scientific article; zbMATH DE number 6874793
- New convergence methods for nonlinear uncertain variational inequality problems
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1552025 (Why is no real title available?)
- scientific article; zbMATH DE number 3223275 (Why is no real title available?)
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
- Asymptotic Properties of Non-Linear Least Squares Estimators
- CVaR-based formulation and approximation method for stochastic variational inequalities
- Convergence results of the ERM method for nonlinear stochastic variational inequality problems
- Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Expected residual minimization method for stochastic variational inequality problems
- Expected residual minimization method for stochastic variational inequality problems with nonlinear perturbations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
- Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
- Sample average approximation methods for a class of stochastic variational inequality problems
- Sample-path solution of stochastic variational inequalities
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- Stochastic variational inequality problems with additional constraints and their applications in supply chain network equilibria
- Unified theory of least squares
Cited in
(10)- scientific article; zbMATH DE number 6719436 (Why is no real title available?)
- 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
- scientific article; zbMATH DE number 6874793 (Why is no real title available?)
- Sample average approximation method for a class of stochastic vector variational inequalities
- 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
This page was built for publication: Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q890181)