Properties of expected residual functions arising from stochastic complementarity problems

MaRDI QIDQ3094201zbMATH OpenFDO

Authors Chen Ling, Liqun Qi, Guanglu Zhou, Louis Caccetta

Publication date 21 October 2011

Full work available at URL http://www.yokohamapublishers.jp/online2/oppjo/vol7/p249.html

zbMATH Keywords

stochastic complementarity problemNCP functionstochastic \(R_{0}\) functionexpected residual function\(SC^{1}\) property

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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(5)

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• Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization
• Expected residual minimization method for monotone stochastic tensor complementarity problem
• The SC^1 1property of an expected residual function arising from stochastic complementarity problems
• Existence of optimal solutions for general stochastic linear complementarity problems

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