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]

Authors

Yongchao Liu

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Gui-Hua Lin

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