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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spelling	sg-nus-scholar.10635-1157202015-01-07T03:27:05Z Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints Meng, F.-W. Xu, H.-F. THE LOGISTICS INSTITUTE - ASIA PACIFIC Exponential convergence Sample average approximation Stochastic mathematical programs with complementarity constraints Weak stationary points Journal of Computational Mathematics 24 6 733-748 JCMME 2014-12-12T07:31:39Z 2014-12-12T07:31:39Z 2006-11 Article Meng, F.-W.,Xu, H.-F. (2006-11). Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints. Journal of Computational Mathematics 24 (6) : 733-748. ScholarBank@NUS Repository. 02549409 http://scholarbank.nus.edu.sg/handle/10635/115720 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Exponential convergence Sample average approximation Stochastic mathematical programs with complementarity constraints Weak stationary points
spellingShingle	Exponential convergence Sample average approximation Stochastic mathematical programs with complementarity constraints Weak stationary points Meng, F.-W. Xu, H.-F. Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
description	Journal of Computational Mathematics
author2	THE LOGISTICS INSTITUTE - ASIA PACIFIC
author_facet	THE LOGISTICS INSTITUTE - ASIA PACIFIC Meng, F.-W. Xu, H.-F.
format	Article
author	Meng, F.-W. Xu, H.-F.
author_sort	Meng, F.-W.
title	Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
title_short	Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
title_full	Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
title_fullStr	Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
title_full_unstemmed	Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
title_sort	exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/115720
_version_	1681095036250357760

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

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