A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632)
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English | A smooth penalty-based sample average approximation method for stochastic complementarity problems |
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A smooth penalty-based sample average approximation method for stochastic complementarity problems (English)
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2 June 2015
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stochastic complementarity problems
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sample average approximation method
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penalty function
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stationary point
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convergence
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