Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems (Q3055165)

From MaRDI portal





scientific article; zbMATH DE number 5813114
Language Label Description Also known as
default for all languages
No label defined
    English
    Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
    scientific article; zbMATH DE number 5813114

      Statements

      Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (English)
      0 references
      7 November 2010
      0 references
      stochastic nonlinear complementarity problem
      0 references
      recourse
      0 references
      Monte Carlo method
      0 references
      penalization
      0 references
      convergence
      0 references
      0 references
      0 references
      0 references

      Identifiers