Exponential convergence of sample average approximation methods for a class of stochastic mathematical programs with complementarity constraints

Journal of Computational Mathematics

Volumn 24, Issue 6, 2006, Pages 733-748

  Meng, Fan Wen ^a,b   Xu, Hui Fu ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Exponential convergence; Sample average approximation; Stochastic mathematical programs with complementarity constraints; Weak stationary points

Indexed keywords

EID: 33846136710     PISSN: 02549409     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (21)