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]

@article{RalphX11,
  title = {Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach},
  author = {Daniel Ralph and Huifu Xu},
  year = {2011},
  doi = {10.1287/moor.1110.0506},
  url = {http://dx.doi.org/10.1287/moor.1110.0506},
  researchr = {https://researchr.org/publication/RalphX11},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {36},
  number = {3},
  pages = {568-592},
}