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]

Possibly Related Publications

The following publications are possibly variants of this publication: