Pages that link to "Item:Q1714557"

The following pages link to A regularization SAA scheme for a stochastic mathematical program with complementarity constraints (Q1714557):

Displaying 9 items.

• SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
• A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385) (← links)
• A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (Q484867) (← links)
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
• Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method (Q1694763) (← links)
• Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
• Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints (Q2884296) (← links)
• Regularization method for stochastic mathematical programs with complementarity constraints (Q3365398) (← links)
• (Q4624482) (← links)