A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints

DOI10.1016/j.jmaa.2012.04.022zbMath1270.90039MaRDI QIDQ432385

Yue-Jie Zhang, Yong-Chao Liu

Publication date: 4 July 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.04.022

zbMATH Keywords

exponential convergence; stationary points; sample average approximation; stochastic mathematical program with complementarity

Mathematics Subject Classification ID

90C15: Stochastic programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Cites Work

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