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"Solving monotone stochastic variational inequalities and complementarity ..."

R. Tyrrell Rockafellar, Jie Sun (2019)

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DOI: 10.1007/S10107-018-1251-Y

access: closed

type: Journal Article

metadata version: 2019-05-31

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R. Tyrrell Rockafellar, Jie Sun:
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. Math. Program. 174(1-2): 453-471 (2019)

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