Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems

Mathematics of Computation

Volumn 78, Issue 267, 2009, Pages 1671-1686

  Lin, Gui Hua ^a  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Convergence; Monte Carlo method; Penalization; Recourse; Stochastic nonlinear complementarity problem

Indexed keywords

EID: 67749110170     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-09-02206-6     Document Type: Article

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