Confidence regions of stochastic variational inequalities: error bound approach
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DOI: 10.1080/02331934.2020.1857755
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... read more here.
Keywords: inequalities error; stochastic variational; variational inequalities; regions stochastic ... See more keywords