Search Results - subject:"stochastic variational inequalities"

A localized progressive hedging algorithm for solving nonmonotone stochastic variational inequalities

Cui, Xingbang; Zhang, Liping - In: Mathematics of operations research 49 (2024) 3, pp. 1915-1937

Persistent link: https://www.econbiz.de/10015047847

An inexact algorithm for stochastic variational inequalities

Buscaglia, Emelin L.; Lotito, Pablo A.; Parente, Lisandro A. - In: Operations research letters : a journal of INFORMS … 52 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015049112

Incremental constraint projection methods for monotone stochastic variational inequalities

Iusem, Alfredo N.; Jofré, Alejandro; Thompson, Philip - In: Mathematics of operations research 44 (2019) 1, pp. 236-263

Persistent link: https://www.econbiz.de/10012001093

Stochastic variational inequalities with jumps

Zălinescu, Adrian - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 785-811

This work is devoted to the study of a stochastic variational inequality with a Wiener–Poisson driving term. Existence and uniqueness are proven for Lipschitz coefficients and under general conditions for the unbounded term. One of the main tools used in order to obtain the existence result is...

Persistent link: https://www.econbiz.de/10011065119

Confidence regions for stochastic variational inequalities

Lu, Shu; Amarjit, Budhiraja - In: Mathematics of operations research 38 (2013) 3, pp. 545-568

Persistent link: https://www.econbiz.de/10009787363

Stochastic variational inequalities with oblique subgradients

Gassous, Anouar M.; Răşcanu, Aurel; Rotenstein, Eduard - In: Stochastic Processes and their Applications 122 (2012) 7, pp. 2668-2700

⟼H(X) leads to stronger difficulties in comparison to the classical case of stochastic variational inequalities. The existence …

Persistent link: https://www.econbiz.de/10011064908