Release Time:2019-03-09  Hits:

Indexed by: Journal Article

Date of Publication: 2012-02-01

Journal: MATHEMATICAL AND COMPUTER MODELLING

Included Journals: Scopus、EI、SCIE

Volume: 55

Issue: 3-4

Page Number: 779-784

ISSN: 0895-7177

Key Words: Stochastic variational inequality problem; Newton approximation

Abstract: Two stochastic methods for solving a class of stochastic variational inequality problems (SVIPs) are presented, using the stochastic approximation (SA) method and the sample average approximation (SAA) method. They are constructed by SA and SAA methods based on the Newton method where the underlying functions are the expected values of stochastic functions. Local convergences are given under Lipschitzian conditions. Numerical experiments show that the proposed methods are efficient. (C) 2011 Elsevier Ltd. All rights reserved.