Unconstrained optimization reformulation for stochastic nonlinear complementarity problems
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Cites work
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
- 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
- scientific article; zbMATH DE number 53115 (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 765034 (Why is no real title available?)
- Method of weighted expected residual for solving stochastic variational inequality problems
- New reformulations for stochastic nonlinear complementarity problems
- On robust solutions to uncertain linear complementarity problems and their variants
- Regularizations for stochastic linear variational inequalities
- Robust solution of monotone stochastic linear complementarity problems
- Sample-path solution of stochastic variational inequalities
- Stochastic R₀ Matrix Linear Complementarity Problems
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
- Unconstrained optimization reformulations of variational inequality problems
Cited in
(8)- Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation
- Quantitative stability of two-stage stochastic linear variational inequality problems with fixed recourse
- Unconstrained optimization reformulation of stochastic linear complementary problems
- On the unconstrained optimization reformulations for a class of stochastic vector variational inequality problems
- Structure of solutions to a class of multistage stochastic linear complementarity problems
- Expected residual minimization method for a class of stochastic tensor variational inequalities
- Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems
- Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
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