A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints |
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A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (English)
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15 November 2011
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sample average approximation
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smoothing method
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stochastic mathematical program with complementarity constraints
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almost sure convergence
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