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]

@article{JiangSZ22,
  title = {Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage},
  author = {Jie Jiang and Hailin Sun and Bin Zhou},
  year = {2022},
  doi = {10.1007/s11075-021-01110-z},
  url = {https://doi.org/10.1007/s11075-021-01110-z},
  researchr = {https://researchr.org/publication/JiangSZ22},
  cites = {0},
  citedby = {0},
  journal = {Numerical Algorithms},
  volume = {89},
  number = {1},
  pages = {167-194},
}