Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
Fang Lu; Shengjie Li; Jing Yang
| Year of publication: |
2015
|
|---|---|
| Authors: | Lu, Fang ; Li, Shengjie ; Yang, Jing |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 82.2015, 2, p. 229-242
|
| Subject: | Stochastic variational inequality | Quasi-Monte Carlo method | Compact approximation | Convergence | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011374621