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Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints.

Yongchao LiuGui-Hua Lin
Published in: Asia Pac. J. Oper. Res. (2011)
Keyphrases
  • convergence analysis
  • cost function
  • sample average approximation
  • objective function
  • dynamic programming
  • optimization method
  • mathematical programming
  • stochastic model
  • optimality conditions