Minimum mean-squared deviation method for stochastic complementarity problems

DOI10.1080/00207160.2015.1040400MaRDI QIDQ5739605zbMATH OpenOpenAlexFDO

Authors Haodong Yu

Publication date 19 July 2016

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2015.1040400

zbMATH Keywords

sample average approximation methodsmoothing techniquestochastic complementarity problemscomplementarity functionminimum mean-squared deviation

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
• Convergence results of the ERM method for nonlinear stochastic variational inequality problems
• Engineering and Economic Applications of Complementarity Problems
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Expected residual minimization method for stochastic variational inequality problems
• Feasible semismooth Newton method for a class of stochastic linear complementarity problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Lectures on Stochastic Programming
• New reformulations for stochastic nonlinear complementarity problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• Robust solution of monotone stochastic linear complementarity problems
• Sample average approximation method for stochastic complementarity problems with applications to supply chain supernetworks
• Sample-path solution of stochastic variational inequalities
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Stochastic R₀ Matrix Linear Complementarity Problems
• Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
• Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
• Stochastic programming with equilibrium constraints
• The SC^1 1property of an expected residual function arising from stochastic complementarity problems

Cited in

(1)

• Mean‐standard deviation model for minimum cost flow problem

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