Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations

DOI10.1137/17M1162822zbMath1410.90134arXiv1801.03830OpenAlexW2963913584WikidataQ128556947 ScholiaQ128556947MaRDI QIDQ4620415

Hailin Sun, Alexander Shapiro, Xiaojun Chen

Publication date: 8 February 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.03830

zbMATH Keywords

convergenceexponential ratesample average approximationmonotone multifunctionstwo-stage stochastic generalized equations

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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