CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm
DOI10.1016/j.cam.2024.116427MaRDI QIDQ6664936
Sanyang Liu, Lixia Liu, Yuncheng Xu, Kewei Jie
Publication date: 16 January 2025
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
conditional value-at-riskstochastic tensor complementarity problempenalized sample average approximation algorithmstrictly positive semi-definite tensor
Mathematical programming (90Cxx) Basic linear algebra (15Axx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)
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