Open AccessNeural network smoothing approximation method for stochastic variational inequality problems
Author(s) -
Hui-qiang Ma,
Nanjing Huang
Publication year - 2014
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2015.11.645
Subject(s) - cvar , mathematical optimization , variational inequality , smoothing , minification , artificial neural network , monte carlo method , convergence (economics) , mathematics , computer science , expected shortfall , economics , statistics , management , machine learning , economic growth , risk management
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