Robust solution of monotone stochastic linear complementarity problems

DOI10.1007/s10107-007-0163-zzbMath1165.90012MaRDI QIDQ959962

Xiaojun Chen, Masao Fukushima, Chao Zhang

Publication date: 16 December 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0163-z

zbMATH Keywords

stochastic linear complementarity problem; expected residual minimization; NCP function

Mathematics Subject Classification ID

90C15: Stochastic programming

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