Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints (Q5388053): Difference between revisions

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Latest revision as of 14:23, 19 March 2024

scientific article; zbMATH DE number 5279746
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English
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
scientific article; zbMATH DE number 5279746

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    Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints (English)
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    27 May 2008
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    sample average approximations
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    strong law of large numbers
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    random set-valued mappings
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    stationary points
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