Year: 2013
Author: Jie Zhang, Hongwei Zhang, Liwei Zhang
Communications in Mathematical Research , Vol. 29 (2013), Iss. 2 : pp. 97–107
Abstract
Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation (SAA) method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2013-CMR-19013
Communications in Mathematical Research , Vol. 29 (2013), Iss. 2 : pp. 97–107
Published online: 2013-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 11
Keywords: aggregation technique smoothing SAA method stochastic linear complementarity problem.