Convergence results of the ERM method for nonlinear stochastic variational inequality problems

Journal of Optimization Theory and Applications

Volumn 142, Issue 3, 2009, Pages 569-581

  Luo, M J ^a   Lin, G H ^a  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Compact approximations; Quasi Monte Carlo methods; Residual functions; Stochastic variational inequalities

Indexed keywords

MONTE CARLO METHODS; STOCHASTIC SYSTEMS;

COMPACT APPROXIMATION; CONDITION; CONVERGENCE RESULTS; EXPECTED RESIDUAL MINIMIZATION; MINIMIZATION METHODS; QUASI MONTE CARLO METHODS; RESIDUAL FUNCTIONS; SAMPLE SPACE; STOCHASTIC VARIATIONAL INEQUALITIES; STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS;

VARIATIONAL TECHNIQUES;

EID: 70349599356     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-009-9534-3     Document Type: Article

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