Stochastic R₀ matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization

DOI10.1007/S40314-021-01571-XzbMATH Open1476.90306OpenAlexW3182040031MaRDI QIDQ2245010FDOQ2245010

Yanyan Li

Publication date: 12 November 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-021-01571-x

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zbMATH Keywords

stochastic linear complementarity problemexpected residual minimizationFischer-Burmeister NCP functionstochastic \(R_0\) matrix

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited In (2)

• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Expected residual minimization formulation for stochastic absolute value equations

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