Xu, Huifu Sample average approximation methods for a class of stochastic variational inequality problems. (English) Zbl 1186.90083 Asia-Pac. J. Oper. Res. 27, No. 1, 103-119 (2010). Cited in 40 Documents MSC: 90C15 Stochastic programming 49J40 Variational inequalities 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) Keywords:stochastic variational inequality; stochastic complementarity problem; sample average approximation; exponential convergence PDF BibTeX XML Cite \textit{H. Xu}, Asia-Pac. J. Oper. Res. 27, No. 1, 103--119 (2010; Zbl 1186.90083) Full Text: DOI References: [1] Basar T., Dynamic Noncooperative Game Theory (1999) · Zbl 0479.90085 [2] DOI: 10.1109/TSMCA.2004.826290 · doi:10.1109/TSMCA.2004.826290 [3] DOI: 10.1287/moor.1050.0160 · Zbl 1162.90527 · doi:10.1287/moor.1050.0160 [4] Clarke F. H., Optimization and Nonsmooth Analysis (1983) · Zbl 0582.49001 [5] DOI: 10.1023/A:1004649211111 · Zbl 0980.90057 · doi:10.1023/A:1004649211111 [6] DOI: 10.1007/978-1-4612-5320-4 · doi:10.1007/978-1-4612-5320-4 [7] DOI: 10.1090/S0002-9947-02-03088-X · Zbl 1042.49026 · doi:10.1090/S0002-9947-02-03088-X [8] Facchinei F., Finite-Dimensional Variational Inequalities and Complementarity Problems (2003) · Zbl 1062.90002 [9] Filar J., Competitive Markov Decision Processes (1997) · Zbl 0934.91002 [10] Gürkan G., Mathematical Programming 84 pp 313– · Zbl 0817.73077 [11] DOI: 10.1137/060657418 · Zbl 1171.90486 · doi:10.1137/060657418 [12] DOI: 10.1109/TAC.2008.925853 · Zbl 1367.90072 · doi:10.1109/TAC.2008.925853 [13] King A. J., Sensitivity analysis for nonsmooth generalized equations 55 pp 193– [14] DOI: 10.1287/moor.18.1.148 · Zbl 0798.90115 · doi:10.1287/moor.18.1.148 [15] DOI: 10.1109/TSP.2006.889403 · Zbl 1390.90181 · doi:10.1109/TSP.2006.889403 [16] Robinson S. M., Mathematics of Operations Research 1 pp 131– [17] DOI: 10.1287/moor.5.1.43 · Zbl 0437.90094 · doi:10.1287/moor.5.1.43 [18] DOI: 10.1287/moor.21.3.513 · Zbl 0868.90087 · doi:10.1287/moor.21.3.513 [19] DOI: 10.1007/978-3-642-02431-3 · Zbl 0888.49001 · doi:10.1007/978-3-642-02431-3 [20] Rubinstein R. Y., Discrete Events Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Methods (1983) [21] DOI: 10.1007/BF02204815 · Zbl 0745.90057 · doi:10.1007/BF02204815 [22] Shapiro A., Handbooks in OR & MS 10, in: Stochastic Programming (2003) · doi:10.1016/S0927-0507(03)10006-0 [23] DOI: 10.1080/02331930801954177 · Zbl 1145.90047 · doi:10.1080/02331930801954177 [24] DOI: 10.1016/j.ejor.2005.02.039 · Zbl 1142.90359 · doi:10.1016/j.ejor.2005.02.039 [25] R. Wets, Stochastic Programming, Handbooks in OR & MS 1, eds. G. L. Nemhauser (1989) pp. 573–629. [26] Xu H., Journal of Mathematical Analysis and Applications This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.