Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
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Publication:542110
DOI10.1007/s11228-010-0160-xzbMath1242.90149MaRDI QIDQ542110
Publication date: 8 June 2011
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-010-0160-x
coderivative; sample average approximation; graphical convergence; C-stationary point; M-stationary point; SMPEC
90C30: Nonlinear programming
90C46: Optimality conditions and duality in mathematical programming
90C31: Sensitivity, stability, parametric optimization
90C15: Stochastic programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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