A class of smoothing SAA methods for a stochastic linear complementarity problem

DOI10.3934/NACO.2012.2.145MaRDI QIDQ449549zbMATH OpenOpenAlexFDO

Authors Yue Wu, Jie Zhang, Liwei Zhang

Publication date 30 August 2012

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/naco.2012.2.145

zbMATH Keywords

smoothing SAA methodstochastic linear complementarity problem

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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