Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

DOI10.1287/moor.1070.0260zbMath1341.90095OpenAlexW2099767994MaRDI QIDQ5388053

Huifu Xu, Fanwen Meng

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/190cf1d613c92e29d5cfd94564cee5e8981b2f0c

zbMATH Keywords

strong law of large numbersstationary pointssample average approximationsrandom set-valued mappings

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Empirical decision procedures; empirical Bayes procedures (62C12)

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