Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints

Yongchao Liu, Gui-Hua Lin. Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints. APJOR, 28(6):755-771, 2011. [doi]

Abstract

Abstract is missing.