A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (Q5757355)

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scientific article; zbMATH DE number 5188044
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    A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
    scientific article; zbMATH DE number 5188044

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      A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (English)
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      6 September 2007
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      sample average approximation
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      Karush-Kuhn-Tucker conditions
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      regularization methods
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      \(P_0\)-variational inequality
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      convergence of stationary points
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