Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming

Journal of Mathematical Analysis and Applications

Volumn 368, Issue 2, 2010, Pages 692-710

  Xu, Huifu ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

H calmness; Limiting subgradients; M stationary point; Nonsmooth stochastic optimization; Stochastic Nash equilibrium; Uniform exponential convergence

Indexed keywords

EID: 77952888376     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2010.03.021     Document Type: Article

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