On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation

摘要：

　　The aim of this paper is to investigate the convergence properties for Mordukhovich’s coderivative of the solution map of the sample average approximation (SAA) problem for a parametric stochastic generalized equation.

关键词： coderivative sample average approximation parametric stochastic generalized equation Lipschitz-like property SMPCC

作者: Liwei Zhang Jie Zhang Yue Wu

作者单位: Institute of ORCT, School of Mathematical Sciences,Dalian University of Technology, Dalian 116024, C School of Management, University of Southampton,Highfield Southampton SO17 1BJ, United Kingdom

会议类型: 国际会议

会议名称: 第8届国际最优化方法及应用大会

会议地点: 上海

会议语种:英文

页码: 141-141

在线出版日期: 2010-12-10（万方平台首次上网日期，不代表论文的发表时间）