Expected residual minimization method for stochastic variational inequality problems

Journal of Optimization Theory and Applications

Volumn 140, Issue 1, 2009, Pages 103-116

  Luo, M J ^a   Lin, G H ^a  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Convergence; Level sets; Quasi Monte Carlo methods; Stochastic variational inequalities

Indexed keywords

MONTE CARLO METHODS; NUMERICAL METHODS; PROBLEM SOLVING; VARIATIONAL TECHNIQUES;

CONVERGENCE; EXPECTED RESIDUAL MINIMIZATION; LEVEL SET; MINIMIZATION METHODS; OPTIMIZATION PROBLEMS; PROPERTY; QUASI MONTE CARLO METHODS; REGULARIZED GAP FUNCTIONS; STOCHASTIC VARIATIONAL INEQUALITIES; STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS;

STOCHASTIC SYSTEMS;

EID: 58149523207     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-008-9439-6     Document Type: Article

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