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A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints - MaRDI portal

A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379)

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scientific article; zbMATH DE number 5971767
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English
A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
scientific article; zbMATH DE number 5971767

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    A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (English)
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    15 November 2011
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    sample average approximation
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    smoothing method
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    stochastic mathematical program with complementarity constraints
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    almost sure convergence
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