Convergence theory for nonconvex stochastic programming with an application to mixed logit

Mathematical Programming

Volumn 108, Issue 2-3, 2006, Pages 207-234

  Bastin, Fabian ^a,b   Cirillo, Cinzia ^a   Toint, Philippe L ^a  

^a UNIVERSITY OF NAMUR   (Belgium)

^b CERFACS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; MONTE CARLO METHODS; PROBLEM SOLVING;

CONVEX PROBLEMS; GLOBAL MINIMIZATION; SAMPLE AVERAGE APPROXIMATION (SAA);

STOCHASTIC PROGRAMMING;

EID: 33745712333     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0708-6     Document Type: Article

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