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]

@article{LiuL11-39,
  title = {Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints},
  author = {Yongchao Liu and Gui-Hua Lin},
  year = {2011},
  doi = {10.1142/S0217595911003338},
  url = {http://dx.doi.org/10.1142/S0217595911003338},
  researchr = {https://researchr.org/publication/LiuL11-39},
  cites = {0},
  citedby = {0},
  journal = {APJOR},
  volume = {28},
  number = {6},
  pages = {755-771},
}