Cited By
View all- Zhou BJiang JSun H(2024)Dynamic stochastic projection method for multistage stochastic variational inequalitiesComputational Optimization and Applications10.1007/s10589-024-00594-489:2(485-516)Online publication date: 1-Nov-2024
We propose a two-stage stochastic variational inequality model to deal with random variables in variational inequalities, and formulate this model as a two-stage stochastic programming with recourse by using an expected residual minimization solution ...
In this paper, we consider the sample average approximation (SAA) approach for a class of stochastic nonlinear complementarity problems (SNCPs) and study the corresponding convergence properties. We first investigate the convergence of the SAA ...
We consider a mini-batch stochastic Bregman proximal gradient method and a mini-batch stochastic Bregman proximal extragradient method for stochastic convex composite optimization problems. A simplified and unified convergence analysis framework ...
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