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Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems.
Mei-Ju Luo
Gui-Hua Lin
Published in:
Asia Pac. J. Oper. Res. (2012)
Keyphrases
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sample average approximation
cost function
stochastic model
optimality conditions
computational complexity
combinatorial optimization
cooperative
optimization method
nonlinear programming
machine learning
training data
pairwise
special case
dynamic programming
probabilistic model
training samples