Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

Huifu Xu, Fanwen Meng. Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints. Math. Oper. Res., 32(3):648-668, 2007. [doi]

Abstract

Abstract is missing.