Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems (Q2515263)

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Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems
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    Smoothing and sample average approximation methods for solving stochastic generalized Nash equilibrium problems (English)
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    31 July 2015
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    stochastic generalized Nash equilibrium
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    expected residual minimization
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    sample average approximation
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    smooth approximation
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    exponential convergence
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    nonlinear complementary function
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