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

Fan-wen Meng,Hui-fu Xu

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

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中国科学院数学与系统科学研究院期刊网
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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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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2006, 24(6): 733-748

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