A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints |
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A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (English)
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4 July 2012
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stochastic mathematical program with complementarity
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sample average approximation
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stationary points
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exponential convergence
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