Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints

Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints

Journal of Computational Mathematics

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Bibliographic Details
Main Authors: Meng, F.-W., Xu, H.-F.
Other Authors: THE LOGISTICS INSTITUTE - ASIA PACIFIC
Format: Article
Published: 2014
Subjects:
Exponential convergence
Sample average approximation
Stochastic mathematical programs with complementarity constraints
Weak stationary points
Online Access:http://scholarbank.nus.edu.sg/handle/10635/115720
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/115720

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