Stochastic $R_0$ Matrix Linear Complementarity Problems

DOI10.1137/050630805zbMath1151.90052MaRDI QIDQ3503205

Xiaojun Chen, Masao Fukushima, Hai-Tao Fang

Publication date: 22 May 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050630805

zbMATH Keywords

\(R_0\) matrix; {} stochastic linear complementarity problem; expected residual minimization.

Mathematics Subject Classification ID

90C15: Stochastic programming

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