Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
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Publication:542110
DOI10.1007/s11228-010-0160-xzbMath1242.90149OpenAlexW2148666358MaRDI QIDQ542110
Publication date: 8 June 2011
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11228-010-0160-x
coderivativesample average approximationgraphical convergenceC-stationary pointM-stationary pointSMPEC
Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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