Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
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Publication:5388053
DOI10.1287/moor.1070.0260zbMath1341.90095MaRDI QIDQ5388053
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/190cf1d613c92e29d5cfd94564cee5e8981b2f0c
strong law of large numbers; stationary points; sample average approximations; random set-valued mappings
90C31: Sensitivity, stability, parametric optimization
90C15: Stochastic programming
62C12: Empirical decision procedures; empirical Bayes procedures
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