A Regularization SAA Scheme for a Stochastic Mathematical Program with Complementarity Constraints
To reflect uncertain data in practical problems, stochastic versions of the mathematical program with complementarity constraints (MPCC) have drawn much attention in the recent literature. Our concern is the detailed analysis of convergence properties of a regularization sample average approximation...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/321010 |