@Article{CMR-29-2, author = {Zhang, Jie and Zhang, Hongwei and Zhang, Liwei}, title = {A Smoothing SAA Method for a Stochastic Linear Complementarity Problem}, journal = {Communications in Mathematical Research }, year = {2013}, volume = {29}, number = {2}, pages = {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.
}, issn = {2707-8523}, doi = {https://doi.org/2013-CMR-19013}, url = {https://global-sci.com/article/81782/a-smoothing-saa-method-for-a-stochastic-linear-complementarity-problem} }