Sample average approximation method for stochastic complementarity problems with applications to supply chain supernetworks

DOI10.3934/jimo.2011.7.317zbMath1225.90138OpenAlexW2328341289WikidataQ57931988 ScholiaQ57931988MaRDI QIDQ549891

M. Montaz Ali, Ming-Zheng Wang, Gui-Hua Lin

Publication date: 19 July 2011

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2011.7.317

zbMATH Keywords

convergence sample average approximation stochastic nonlinear complementarity problem super-network two-stage stochastic mathematical programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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