XU, HUIFU - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 01, pp. 103-119
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existence and convergence of a solution to the sample average approximated SVIP. Under some moderate conditions, we show that...