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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| 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 |