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]

@article{XuM07-0,
  title = {Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints},
  author = {Huifu Xu and Fanwen Meng},
  year = {2007},
  doi = {10.1287/moor.1070.0260},
  url = {http://dx.doi.org/10.1287/moor.1070.0260},
  tags = {program analysis, analysis, constraints},
  researchr = {https://researchr.org/publication/XuM07-0},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {32},
  number = {3},
  pages = {648-668},
}