A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints

Fanwen Meng, Huifu Xu. A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints. SIAM Journal on Optimization, 17(3):891-919, 2006. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.