Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
Yongchao Liu; Huifu Xu; Jane J. Ye
| Year of publication: |
2011
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|---|---|
| Authors: | Liu, Yongchao ; Xu, Huifu ; Ye, Jane J. |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 36.2011, 4, p. 670-694
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| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Iteratives Verfahren | Approximation method | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009405893