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Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints - MaRDI portal

Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (Q727392)

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scientific article; zbMATH DE number 6661488
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Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
scientific article; zbMATH DE number 6661488

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    Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints (English)
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    6 December 2016
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    non-smoothness
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    smoothing
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    sample average approximation
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    stochastic mathematical program with equilibrium constraints
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