Lamm, Michael; Lu, Shu Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities. (English) Zbl 1461.90152 Math. Program. 174, No. 1-2 (B), 99-127 (2019). MSC: 90C33 90C15 65K10 62F25 PDFBibTeX XMLCite \textit{M. Lamm} and \textit{S. Lu}, Math. Program. 174, No. 1--2 (B), 99--127 (2019; Zbl 1461.90152) Full Text: DOI
Chen, Shuang; Pang, Li-Ping; Ma, Xue-Fei; Li, Dan SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization. (English) Zbl 1414.91334 Math. Methods Oper. Res. 84, No. 1, 129-154 (2016). MSC: 91G10 90C15 90C33 91G60 PDFBibTeX XMLCite \textit{S. Chen} et al., Math. Methods Oper. Res. 84, No. 1, 129--154 (2016; Zbl 1414.91334) Full Text: DOI
He, Suxiang; Wei, Min; Tong, Hengqing A smooth penalty-based sample average approximation method for stochastic complementarity problems. (English) Zbl 1315.90052 J. Comput. Appl. Math. 287, 20-31 (2015). MSC: 90C30 90C15 PDFBibTeX XMLCite \textit{S. He} et al., J. Comput. Appl. Math. 287, 20--31 (2015; Zbl 1315.90052) Full Text: DOI
Zhang, Jie; Zhang, Li-wei; Wu, Yue A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (English) Zbl 1265.90223 Appl. Math., Praha 57, No. 5, 477-502 (2012). Reviewer: Jitka Dupačová (Praha) MSC: 90C15 90C33 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math., Praha 57, No. 5, 477--502 (2012; Zbl 1265.90223) Full Text: DOI Link
Zhang, Jie; Zhang, Li-Wei; Lin, Shuang A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints. (English) Zbl 1228.90070 J. Math. Anal. Appl. 387, No. 1, 201-220 (2012). MSC: 90C15 90C33 60F15 90C46 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Math. Anal. Appl. 387, No. 1, 201--220 (2012; Zbl 1228.90070) Full Text: DOI EuDML
Ralph, Daniel; Xu, Huifu Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach. (English) Zbl 1246.90110 Math. Oper. Res. 36, No. 3, 568-592 (2011). MSC: 90C15 49J53 90C31 90C33 PDFBibTeX XMLCite \textit{D. Ralph} and \textit{H. Xu}, Math. Oper. Res. 36, No. 3, 568--592 (2011; Zbl 1246.90110) Full Text: DOI
Xu, Huifu; Ye, Jane J. Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging. (English) Zbl 1242.90149 Set-Valued Var. Anal. 19, No. 2, 283-309 (2011). MSC: 90C15 90C46 90C30 90C31 90C33 PDFBibTeX XMLCite \textit{H. Xu} and \textit{J. J. Ye}, Set-Valued Var. Anal. 19, No. 2, 283--309 (2011; Zbl 1242.90149) Full Text: DOI