CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
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Publication:3114613
DOI10.1142/S0217595911003338zbMath1235.90108MaRDI QIDQ3114613
Publication date: 19 February 2012
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
regularization; stationarity; stochastic mathematical program with complementarity constraints; sampling average approximation method
90C15: Stochastic programming
Related Items
Stability analysis of one stage stochastic mathematical programs with complementarity constraints, A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints, Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
Cites Work
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