随机变分不等式问题的一种样本均值近似方法
首发时间:2012-11-22
摘要:基于D-价值函数, 本文建立了与随机变分不等式问题EV模型等价的无约束优化模型, 并采用样本均值近似方法得到了该模型的样本均值近似问题. 最后给出的数值实验结果验证了此方法的有效性。
关键词: 随机变分不等式问题 EV模型 样本均值近似方法 D-价值函数
For information in English, please click here
Sample Average Approximation Method of the Stochastic Variational Inequality Problem
Abstract:Based on the D-gap function, this paper gives the equal unconstrained optimization model of the EV model of the Stochastic Variational Inequality Problems, and gets the sample average approximation problem of this new model through the sample average approximation method.Finally, the results of numerical experiments obtained proves the efficiency of this method.
Keywords: the Stochastic Variational Inequality Problem the EV model D-gap function Sample Average Approximation Method
论文图表:
引用
No.****
同行评议
共计0人参与
勘误表
随机变分不等式问题的一种样本均值近似方法
评论
全部评论0/1000