Abstract
In this paper, we investigate properties of sample average approx- imation (SAA) solution mapping for a parametric stochastic complementarity problem, where the underlying function is the expected value of stochastic func- tion. In particular, using the notion of cosmic deviation, which is originated from the concept of cosmic distance in variational analysis, we develop sufficient conditions for the consistency of Aubin property of the solution mapping of the SAA parametric stochastic complementarity problems, namely if the solution map of the true problem has the Aubin property around some point, then so does the SAA problem around reference point with probability one when the sample size is large enough. At last, an example is illustrated to show the application of the analysis.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: International Journal of Pure and Apllied Mathematics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
