Sample average approximation methods for a class of stochastic variational inequality problems

Asia-Pacific Journal of Operational Research

Volumn 27, Issue 1, 2010, Pages 103-119

  Xu, Huifu ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Exponential convergence; Sample average approximation; Stochastic complementarity problem; Stochastic variational inequality

Indexed keywords

COMPLEMENTARITY PROBLEMS; CONVERGENCE RESULTS; EXPONENTIAL CONVERGENCE; NONLINEAR COMPLEMENTARITY PROBLEM; SAMPLE AVERAGE; SAMPLE AVERAGE APPROXIMATION; SAMPLE SIZES; STOCHASTIC CONSTRAINTS; VARIATIONAL INEQUALITIES; VARIATIONAL INEQUALITY PROBLEMS;

APPROXIMATION THEORY; PROBABILITY; VARIATIONAL TECHNIQUES;

STOCHASTIC SYSTEMS;

EID: 77952188559     PISSN: 02175959     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0217595910002569     Document Type: Article

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