Approximating stationary points of stochastic optimization problems in Banach space

DOI10.1016/j.jmaa.2008.06.015zbMath1211.90144OpenAlexW1974978201MaRDI QIDQ937289

Huifu Xu, Ramamurthy Balaji

Publication date: 14 August 2008

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.06.015

zbMATH Keywords

law of large numbersexponential convergencestationary pointmetric regularitysample average approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Strong limit theorems (60F15) Programming in abstract spaces (90C48)

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Stability analysis of one stage stochastic mathematical programs with complementarity constraints ⋮ A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints ⋮ Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming ⋮ On consistency of stationary points of stochastic optimization problems in a Banach space

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