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September 2006
A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
- Fanwen Meng,
- Huifu Xu
SIAM Journal on Optimization (SIOPT), Volume 17, Issue 3Pages 891–919https://doi.org/10.1137/050638242

We investigate a class of two stage stochastic programs where the second stage problem is subject to nonsmooth equality constraints parameterized by the first stage variant and a random vector. We consider the case when the parametric equality ...
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