Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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Publication:5387961


DOI10.1287/moor.1050.0160zbMath1162.90527MaRDI QIDQ5387961

Masao Fukushima, Xiaojun Chen

Publication date: 27 May 2008

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

Full work available at URL: https://doi.org/10.1287/moor.1050.0160


90C15: Stochastic programming

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


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