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  • Search: subject:"stochastic complementarity problem"
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Stochastic variational inequality 1 exponential convergence 1 sample average approximation 1 stochastic complementarity problem 1
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XU, HUIFU 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
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...
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