Linear complementarity problems with uncertain variables (Q6563741)

This paper presents a novel approach to addressing the uncertain linear complementarity problem (ULCP) by introducing an uncertain expected residual minimization (UERM) model. The authors effectively tackle the challenges posed by uncertainty through the use of the Stieltjes integral method, which discretizes the expectations of uncertain variables. The analysis is robust, demonstrating the boundedness of the level set of the UERM problem and proving the convergence of solutions. This work contributes significantly to the field by providing a reliable method for solving ULCPs under uncertainty, which could have broad applications in optimization and decision-making under uncertain conditions.