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

id	sg-nus-scholar.10635-112988
record_format	dspace
spelling	sg-nus-scholar.10635-1129882024-11-11T13:06:25Z Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints Xu, H. Meng, F. THE LOGISTICS INSTITUTE - ASIA PACIFIC Random set-valued mappings Sample average approximations Stationary points Strong law of large numbers 10.1287/moor.1070.0260 Mathematics of Operations Research 32 3 648-668 MORED 2014-11-28T08:42:56Z 2014-11-28T08:42:56Z 2007-08 Article Xu, H., Meng, F. (2007-08). Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints. Mathematics of Operations Research 32 (3) : 648-668. ScholarBank@NUS Repository. https://doi.org/10.1287/moor.1070.0260 0364765X http://scholarbank.nus.edu.sg/handle/10635/112988 000249599400011 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Random set-valued mappings Sample average approximations Stationary points Strong law of large numbers
spellingShingle	Random set-valued mappings Sample average approximations Stationary points Strong law of large numbers Xu, H. Meng, F. Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
description	10.1287/moor.1070.0260
author2	THE LOGISTICS INSTITUTE - ASIA PACIFIC
author_facet	THE LOGISTICS INSTITUTE - ASIA PACIFIC Xu, H. Meng, F.
format	Article
author	Xu, H. Meng, F.
author_sort	Xu, H.
title	Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
title_short	Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
title_full	Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
title_fullStr	Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
title_full_unstemmed	Convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
title_sort	convergence analysis of sample average approximation methods for a class of stochastic mathematical programs with equality constraints
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/112988
_version_	1821206354808799232

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

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