A regularized sample average approximation method for stochastic mathematical programs with nonsmooth equality constraints

• Main Authors: Meng, F., Xu, H.
• 其他作者: THE LOGISTICS INSTITUTE - ASIA PACIFIC
• 格式: Article
• 出版: 2014
• 主題: Convergence of stationary points; Karush-Kuhn-Tucker conditions; P0-variational inequality; Regularization methods; Sample average approximation
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/112987

10.1137/050638242