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Published in 2020 at "Optimization"
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...
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Keywords:
inequalities error;
stochastic variational;
variational inequalities;
regions stochastic ... See more keywords