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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.