Pages that link to "Item:Q5388053"
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The following pages link to Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints (Q5388053):
Displaying 29 items.
- Sample average approximation method for a class of stochastic variational inequality problems (Q301000) (← links)
- A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints (Q432385) (← links)
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging (Q542110) (← links)
- Stochastic mathematical programs with hybrid equilibrium constraints (Q544222) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
- Stochastic multiobjective optimization: Sample average approximation and applications (Q650222) (← links)
- Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
- Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method (Q965063) (← links)
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming (Q973997) (← links)
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications (Q1013981) (← links)
- Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) (← links)
- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems (Q1721098) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage (Q2066195) (← links)
- Convergence analysis of the approximation problems for solving stochastic vector variational inequality problems (Q2223090) (← links)
- A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632) (← links)
- A two stage stochastic equilibrium model for electricity markets with two way contracts (Q2379183) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints (Q2436650) (← links)
- A sample average approximation method based on a D-gap function for stochastic variational inequality problems (Q2438415) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach (Q2884290) (← links)
- Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165) (← links)
- CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (Q3114613) (← links)
