A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems (Q2888012)
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scientific article; zbMATH DE number 6039401
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| English | A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems |
scientific article; zbMATH DE number 6039401 |
Statements
30 May 2012
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stochastic generalized Nash equilibrium problem
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sample average approximation method
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exponential rate
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Clarke's generalized Jacobian
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smoothing Newton method
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A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems (English)
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0.9309958815574646
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0.9188621044158936
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0.8864269852638245
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0.8750044107437134
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0.831622838973999
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