On the convergence of the dynamic stochastic approximation method for stochastic non-linear multidimensional dynamic systems
El Sayed Sorour (1978)
Kybernetika
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El Sayed Sorour (1978)
Kybernetika
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Jitka Dupačová (1995)
Kybernetika
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Marius Iosifescu (1985)
Banach Center Publications
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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Gui-Hua Lin, Masao Fukushima (2010)
ESAIM: Control, Optimisation and Calculus of Variations
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In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints (SMPECs) that has been discussed by Lin and Fukushima (2003). Based on a reformulation given therein, we propose a regularization method for solving the problems. We show that, under a weak condition, an accumulation point of the generated sequence is a feasible point of the original problem. We also show that such an accumulation point is S-stationary to the problem under additional...
Václav Dupač, Vladimir V. Ivanov (1977)
Aplikace matematiky
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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The Yugoslav Journal of Operations Research
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