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Convergence Analysis of a Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with complementarity Constraints.
Yongchao Liu
Gui-Hua Lin
Published in:
Asia Pac. J. Oper. Res. (2011)
Keyphrases
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convergence analysis
cost function
sample average approximation
objective function
dynamic programming
optimization method
mathematical programming
stochastic model
optimality conditions