Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
نویسندگان
چکیده
منابع مشابه
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
Abstract. The stochastic variational inequality (SVI) has been used widely, in engineering and economics, as an effective mathematical model for a number of equilibrium problems involving uncertain data. This paper presents a new expected residual minimization (ERM) formulation for a class of SVI. The objective of the ERM-formulation is Lipschitz continuous and semismooth which helps us guarant...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/110825248