On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP

DOI10.1007/s10479-014-1575-9zbMath1304.90209WikidataQ57931923 ScholiaQ57931923MaRDI QIDQ490183

M. Montaz Ali, Ming-Zheng Wang

Publication date: 22 January 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1575-9

zbMATH Keywords

stochastic programming; existence of solution; stochastic approximation algorithm; ERM reformulation; stochastic \(R_0\)-property

Mathematics Subject Classification ID

90C15: Stochastic programming

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

Related Items

Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization

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