Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage

In this paper, we consider the sample average approximation (SAA) approach for a class of stochastic nonlinear complementarity problems (SNCPs) and study the corresponding convergence properties. We first investigate the convergence of the SAA counterparts of two-stage SNCPs when the first-stage pro...

Descripción completa

Detalles Bibliográficos
Autores principales: Jiang, Jie, Sun, Hailin, Zhou, Bin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8076443/
https://www.ncbi.nlm.nih.gov/pubmed/33935468
http://dx.doi.org/10.1007/s11075-021-01110-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8076443/
https://www.ncbi.nlm.nih.gov/pubmed/33935468
http://dx.doi.org/10.1007/s11075-021-01110-z

Ejemplares similares