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Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints.

Huifu XuFanwen Meng
Published in: Math. Oper. Res. (2007)
Keyphrases
  • approximation methods
  • convergence analysis
  • equality constraints
  • nonlinear programming
  • belief state
  • linear constraints
  • linear combination
  • feature maps
  • global convergence
  • optimality conditions