EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH OMPLEMENTARITY CONSTRAINTS

Journal of Computational Mathematics ›› 2006, Vol. 24 ›› Issue (6) : 733-748.

PDF(269 KB)
PDF(269 KB)
Journal of Computational Mathematics ›› 2006, Vol. 24 ›› Issue (6) : 733-748.

EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH OMPLEMENTARITY CONSTRAINTS

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EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH OMPLEMENTARITY CONSTRAINTS

    Fan-wen Meng(1)(2),Hui-fu Xu(2)
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2006, 24(6): 733-748
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2006, 24(6): 733-748
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