Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage

Jie Jiang, Hailin Sun, Bin Zhou. Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage. Numerical Algorithms, 89(1):167-194, 2022. [doi]

Abstract

Abstract is missing.