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

DOI10.3934/naco.2012.2.145zbMath1273.90219OpenAlexW2074468815MaRDI QIDQ449549

Yue Wu, Jie Zhang, Li-wei 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)

This page was built for publication: A class of smoothing SAA methods for a stochastic linear complementarity problem