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In this paper, we aim to build confidence regions of the true solution to the stochastic variational inequalities problem (SVIP) when the sample average approximation (SAA) scheme is implemented. A... Click to show full abstract
In this paper, we aim to build confidence regions of the true solution to the stochastic variational inequalities problem (SVIP) when the sample average approximation (SAA) scheme is implemented. A...
Keywords:
inequalities error;
stochastic variational;
variational inequalities;
regions stochastic;
confidence regions
Journal Title: Optimization
Year Published: 2020
Link to full text (if available)
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Journal Title: Optimization
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!