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