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Expected Value and Sample Average Approximation Method for Solving Stochastic Second-Order Cone Complementarity Problems - MaRDI portal

Expected Value and Sample Average Approximation Method for Solving Stochastic Second-Order Cone Complementarity Problems (Q5365281)

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scientific article; zbMATH DE number 6787354
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Expected Value and Sample Average Approximation Method for Solving Stochastic Second-Order Cone Complementarity Problems
scientific article; zbMATH DE number 6787354

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    Expected Value and Sample Average Approximation Method for Solving Stochastic Second-Order Cone Complementarity Problems (English)
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    6 October 2017
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    convergence
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    sample average approximation
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    second-order cone
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    smoothing function
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    stochastic complementarity problems
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