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Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems - MaRDI portal

Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems (Q824513)

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scientific article; zbMATH DE number 7445794
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Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems
scientific article; zbMATH DE number 7445794

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    Smoothing sample average approximation method for solving stochastic second-order-cone complementarity problems (English)
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    15 December 2021
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    second-order-cone
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    stochastic complementarity problems
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    sample average approximation
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    smoothing function
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    convergence
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