Existence of optimal solutions for general stochastic linear complementarity problems

DOI10.1016/J.ORL.2010.11.001zbMATH Open1211.90255OpenAlexW2049096007MaRDI QIDQ631222FDOQ631222

Authors: Chao Zhang 

Publication date: 22 March 2011

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2010.11.001

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• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Robust solution of monotone stochastic linear complementarity problems
• Properties of expected residual functions arising from stochastic complementarity problems
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• A stochastic \(P\) matrix and \(P_0\) matrix linear complementarity problem

zbMATH Keywords

existence of optimal solutionsstochastic linear complementarity problemexpected residual minimizationnonconvex program

Mathematics Subject Classification ID

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

Cites Work

• Stochastic $R_0$ Matrix Linear Complementarity Problems
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Robust solution of monotone stochastic linear complementarity problems
• Existence of optimal solutions and duality results under weak conditions

Cited In (6)

• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Robust solution of monotone stochastic linear complementarity problems
• On the ERM formulation and a stochastic approximation algorithm of the stochastic-\(R_0\) EVLCP
• Stochastic absolute value equations
• Unconstrained optimization reformulation of stochastic linear complementary problems
• Properties of expected residual functions arising from stochastic complementarity problems

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