A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385): Difference between revisions

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Property / author: Yong-Chao Liu / rank
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Property / author: Yue-Jie Zhang / rank
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Property / author: Yong-Chao Liu / rank
 
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Property / author: Yue-Jie Zhang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2012.04.022 / rank
 
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Property / OpenAlex ID: W2014706582 / rank
 
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Latest revision as of 11:02, 5 July 2024

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A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints
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    A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (English)
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    4 July 2012
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    stochastic mathematical program with complementarity
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    sample average approximation
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    stationary points
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    exponential convergence
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