Quantitative analysis for a class of two-stage stochastic linear variational inequality problems
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DOI: 10.1007/s10589-020-00185-z
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Cited by:
- Zhen-Ping Yang & Gui-Hua Lin, 2021. "Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 393-427, August.
- Jie Jiang & Hailin Sun, 2023. "Monotonicity and Complexity of Multistage Stochastic Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 433-460, February.
- Jie Jiang & Shengjie Li, 2021. "Regularized Sample Average Approximation Approach for Two-Stage Stochastic Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 650-671, August.
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Keywords
Two-stage stochastic variational inequality; Quantitative stability; Discrete approximation; Exponential convergence; Non-cooperative game;All these keywords.
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