A smooth penalty-based sample average approximation method for stochastic complementarity problems
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Publication:2346632
DOI10.1016/j.cam.2015.03.017zbMath1315.90052OpenAlexW1999304726MaRDI QIDQ2346632
Min Wei, Heng-Qing Tong, Su-xiang He
Publication date: 2 June 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.03.017
convergencestationary pointpenalty functionsample average approximation methodstochastic complementarity problems
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