Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

Daniel Ralph, Huifu Xu. Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. Math. Oper. Res., 36(3):568-592, 2011. [doi]

Authors

Daniel Ralph

This author has not been identified. Look up 'Daniel Ralph' in Google

Huifu Xu

This author has not been identified. Look up 'Huifu Xu' in Google