Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints

Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints

10.1287/moor.1070.0260

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Bibliographic Details
Main Authors: Xu, H., Meng, F.
Other Authors: THE LOGISTICS INSTITUTE - ASIA PACIFIC
Format: Article
Published: 2014
Subjects:
Random set-valued mappings
Sample average approximations
Stationary points
Strong law of large numbers
Online Access:http://scholarbank.nus.edu.sg/handle/10635/112988
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Institution: National University of Singapore
Description
Summary:10.1287/moor.1070.0260

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