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]
@article{LiuXY11,
title = {Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints},
author = {Yongchao Liu and Huifu Xu and Jane J. Ye},
year = {2011},
doi = {10.1287/moor.1110.0513},
url = {http://dx.doi.org/10.1287/moor.1110.0513},
researchr = {https://researchr.org/publication/LiuXY11},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {36},
number = {4},
pages = {670-694},
}