Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints (Q5388053)
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scientific article; zbMATH DE number 5279746
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| English | Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints |
scientific article; zbMATH DE number 5279746 |
Statements
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints (English)
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27 May 2008
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sample average approximations
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strong law of large numbers
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random set-valued mappings
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stationary points
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0.8940505981445312
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0.8840809464454651
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0.8792462944984436
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0.8659248948097229
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