| A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems (PJO) |
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Volume 8
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Number 2
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pp. 361-386
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| A smoothing Newton method based on sample average approximation for a class of stochastic generalized Nash equilibrium problems |
| Yanhong Yuan, Liwei Zhang and Yue Wu |
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| Key words |
Mathematices Subject Classification |
| stochastic generalized Nash equilibrium problem, sample average approximation method, exponential rate, Clarke's generalized Jacobian, smoothing Newton method |
90-08, 91A06, 91A15 |
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| Copyright© 2012 Yokohama Publishers |
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