Penalty-based SAA method of stochastic nonlinear complementarity problems (Q2269758)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty-based SAA method of stochastic nonlinear complementarity problems |
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Penalty-based SAA method of stochastic nonlinear complementarity problems (English)
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11 March 2010
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stochastic nonlinear complementarity problems
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stochastic programming
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sample average approximation
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penalty method
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convergence
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