A Nonlinear Lagrange Algorithm for Stochastic Minimax Problems Based on Sample Average Approximation Method

Suxiang He, Yunyun Nie, Xiaopeng Wang. A Nonlinear Lagrange Algorithm for Stochastic Minimax Problems Based on Sample Average Approximation Method. J. Applied Mathematics, 2014, 2014. [doi]

Authors

Suxiang He

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Yunyun Nie

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Xiaopeng Wang

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