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Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems.

Fang LuSheng-Jie LiJing Yang
Published in: Math. Methods Oper. Res. (2015)
Keyphrases
  • convergence analysis
  • probabilistic model
  • cost function
  • optimization method
  • computational complexity
  • dynamic programming
  • objective function
  • lower bound