Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints

Yongchao Liu, Huifu Xu, Jane J. Ye. Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints. Math. Oper. Res., 36(4):670-694, 2011. [doi]

Authors

Yongchao Liu

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Huifu Xu

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Jane J. Ye

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