Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems |
scientific article |
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
0 references
0 references
0 references
0 references
0 references
