A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (Q484867)

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scientific article; zbMATH DE number 6384541
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A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints
scientific article; zbMATH DE number 6384541

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    A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints (English)
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    8 January 2015
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    sample average approximation
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    log-exponential function
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    stochastic mathematical program with general vertical complementarity constraints
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    stochastic Stackelberg game
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