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Exponential convergence rates of second quantization semigroups and applications
Convergence rate tail norm entropy second quantization
2011/11/4
Exponentialconvergence rates in the L2-tail norm and entropy are characterized forthe second quantization semigroups by using the corresponding baseDirichlet form. This supplements the well known resu...
EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH OMPLEMENTARITY CONSTRAINTS
Stochastic mathematical programs with complementarity constraints Sample average approximation Weak stationary points Exponential convergence
2007/12/11
In this paper, we propose a Sample Average Approximation (SAA) method
for a class of Stochastic Mathematical Programs with Complementarity
Constraints (SMPCC) recently considered by Birbil, G\"{u}rk...