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A smooth penalty-based sample average approximation method for stochastic complementarity problems - MaRDI portal

A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632)

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A smooth penalty-based sample average approximation method for stochastic complementarity problems
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    A smooth penalty-based sample average approximation method for stochastic complementarity problems (English)
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    2 June 2015
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    stochastic complementarity problems
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    sample average approximation method
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    penalty function
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    stationary point
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    convergence
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