SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
Year of publication: |
2010
|
---|---|
Authors: | XU, HUIFU |
Published in: |
Asia-Pacific Journal of Operational Research (APJOR). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7019. - Vol. 27.2010, 01, p. 103-119
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Stochastic variational inequality | stochastic complementarity problem | sample average approximation | exponential convergence |
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