Minimum mean-squared deviation method for stochastic complementarity problems

DOI10.1080/00207160.2015.1040400zbMath1373.90091OpenAlexW2002751605MaRDI QIDQ5739605

Haodong Yu

Publication date: 19 July 2016

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2015.1040400

zbMATH Keywords

smoothing techniquecomplementarity functionsample average approximation methodstochastic complementarity problemsminimum mean-squared deviation

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• New reformulations for stochastic nonlinear complementarity problems

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