  A solution of two-stage stochastic generalized equations is a pair: a first
stage solution which is independent of realization of the random data and a
second stage solution which is a function of random variables.This paper
studies convergence of the sample average approximation of two-stage stochastic
nonlinear generalized equations. In particular an exponential rate of the
convergence is shown by using the perturbed partial linearization of functions.
Moreover, sufficient conditions for the existence, uniqueness, continuity and
regularity of solutions of two-stage stochastic generalized equations are
presented under an assumption of monotonicity of the involved functions. These
theoretical results are given without assuming relatively complete recourse,
and are illustrated by two-stage stochastic non-cooperative games of two
players.
