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Sample average approximation method for a class of stochastic variational inequality problems.

Ming-Zheng WangGui-Hua LinYuli GaoM. Montaz Ali
Published in: J. Syst. Sci. Complex. (2011)
Keyphrases
  • sample average approximation
  • cost function
  • stochastic model
  • pairwise
  • learning algorithm
  • objective function
  • dynamic programming
  • sensitivity analysis