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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Main Authors: | Meng, F.-W., Xu, H.-F. |
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Other Authors: | THE LOGISTICS INSTITUTE - ASIA PACIFIC |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/115720 |
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Institution: | National University of Singapore |
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