Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities

SIAM Journal on Optimization ◽

10.1137/13090506x ◽

2014 ◽

Vol 24 (3) ◽

pp. 1458-1484 ◽

Author(s):

Shu Lu

Keyword(s):

Variational Inequalities ◽

Confidence Intervals ◽

Confidence Regions ◽

Stochastic Variational Inequalities ◽

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Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities

Mathematical Programming ◽

10.1007/s10107-016-1046-y ◽

2016 ◽

Vol 165 (1) ◽

pp. 151-196 ◽

Author(s):

Michael Lamm ◽

Shu Lu ◽

Amarjit Budhiraja

Keyword(s):

Variational Inequalities ◽

Confidence Intervals ◽

Expected Value ◽

Stochastic Variational Inequalities

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Confidence regions of stochastic variational inequalities: error bound approach

Optimization ◽

10.1080/02331934.2020.1857755 ◽

2020 ◽

pp. 1-28

Author(s):

Yongchao Liu ◽

Jin Zhang

Keyword(s):

Variational Inequalities ◽

Error Bound ◽

Confidence Regions ◽

Stochastic Variational Inequalities

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Confidence Regions for Stochastic Variational Inequalities

Mathematics of Operations Research ◽

10.1287/moor.1120.0579 ◽

2013 ◽

Vol 38 (3) ◽

pp. 545-568 ◽

Author(s):

Shu Lu ◽

Amarjit Budhiraja

Keyword(s):

Variational Inequalities ◽

Confidence Regions ◽

Stochastic Variational Inequalities

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Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities

Mathematical Programming ◽

10.1007/s10107-018-1279-z ◽

2018 ◽

Vol 174 (1-2) ◽

pp. 99-127 ◽

Author(s):

Michael Lamm ◽

Shu Lu

Keyword(s):

Variational Inequalities ◽

Confidence Intervals ◽

Stochastic Variational Inequalities

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A new method to build confidence regions for solutions of stochastic variational inequalities

Optimization ◽

10.1080/02331934.2012.727556 ◽

2012 ◽

Vol 63 (9) ◽

pp. 1431-1443 ◽

Author(s):

Shu Lu

Keyword(s):

Variational Inequalities ◽

Confidence Regions ◽

Stochastic Variational Inequalities

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A First-order Method for Monotone Stochastic Variational Inequalities on Semidefinite Matrix Spaces

2019 American Control Conference (ACC) ◽

10.23919/acc.2019.8814737 ◽

2019 ◽

Author(s):

Nahidsadat Majlesinasab ◽

Farzad Yousefian ◽

Mohammad Javad Feizollahi

Keyword(s):

Variational Inequalities ◽

Order Method ◽

Stochastic Variational Inequalities ◽

First Order ◽

First Order Method ◽

Matrix Spaces ◽

Semidefinite Matrix

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Backward Stochastic Variational Inequalities with Locally Bounded Generators

Annals of the Alexandru Ioan Cuza University - Mathematics ◽

10.2478/aicu-2013-0023 ◽

2014 ◽

Vol 60 (2) ◽

Author(s):

Lucian Maticiuc ◽

Aurel Răşcanu ◽

Adrian Zălinescu

Keyword(s):

Variational Inequalities ◽

Stochastic Variational Inequalities

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Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging

Mathematical Programming ◽

10.1007/s10107-018-1251-y ◽

2018 ◽

Vol 174 (1-2) ◽

pp. 453-471 ◽

Author(s):

R. Tyrrell Rockafellar ◽

Jie Sun

Keyword(s):

Variational Inequalities ◽

Complementarity Problems ◽

Stochastic Variational Inequalities ◽

Progressive Hedging

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Deterministic Bicriteria Model for Stochastic Variational Inequalities

Journal of the Operations Research Society of China ◽

10.1007/s40305-017-0190-2 ◽

2018 ◽

Vol 6 (4) ◽

pp. 507-527

Author(s):

Xin-Min Yang ◽

Yong Zhao ◽

Gui-Hua Lin

Keyword(s):

Variational Inequalities ◽

Stochastic Variational Inequalities

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Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities

Mathematics of Operations Research ◽

10.1287/moor.2017.0922 ◽

2018 ◽

Author(s):

Alfredo N. Iusem ◽

Alejandro Jofré ◽

Philip Thompson

Keyword(s):

Variational Inequalities ◽

Projection Methods ◽

Stochastic Variational Inequalities

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