Quantitative stability of the ERM formulation for a class of stochastic linear variational inequalities
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2021083
Abstract: This paper focuses on the quantitative stability analysis of the expected residual minimization (ERM) formulation for a class of stochastic linear variational inequalities. Firstly, the existence of solutions of the ERM formulation and its perturbed… read more here.
Keywords: formulation; quantitative stability; erm formulation; class stochastic ... See more keywords