Existence of optimal solutions for general stochastic linear complementarity problems

DOI10.1016/J.ORL.2010.11.001zbMATH Open1211.90255OpenAlexW2049096007MaRDI QIDQ631222

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

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

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

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