Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach
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Publication:2884290
DOI10.1287/MOOR.1110.0506zbMath1246.90110OpenAlexW2130238915MaRDI QIDQ2884290
Publication date: 24 May 2012
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1110.0506
Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Set-valued and variational analysis (49J53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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