Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities
نویسندگان
چکیده
منابع مشابه
Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities
Stochastic variational inequalities (SVI) model a large class of equilibrium problems subject to data uncertainty, and are closely related to stochastic optimization problems. The SVI solution is usually estimated by a solution to a sample average approximation (SAA) problem. This paper considers the normal map formulation of an SVI, and proposes a method to build asymptotically exact confidenc...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/13090506x