Expected Residual Minimization Method for Stochastic Variational Inequality Problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10957-008-9439-6.pdf
Reference16 articles.
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3. Fukushima, M.: Merit functions for variational inequality and complementarity problems. In: Di Pillo, G., Giannessi, F. (eds.) Nonlinear Optimization and Applications, pp. 155–170. Plenum, New York (1996)
4. Chen, X., Fukushima, M.: Expected residual minimization method for stochastic linear complementarity problems. Math. Oper. Res. 30, 1022–1038 (2005)
5. Chen, X., Zhang, C., Fukushima, M.: Robust solution of monotone stochastic linear complementarity problems. Math. Program. 117, 51–80 (2009)
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