A Smoothing SAA Method for a Stochastic Linear Complementarity Problem

被引：1
|
作者：
Zhang Jie [1 ]
Zhang Hong-wei [2 ]
Zhang Li-wei [2 ]
Yin jing-xue
机构：
[1] School of Mathematics, Liaoning Normal University
[2] School of Mathematical Sciences, Dalian University of Technology
来源：
Communications in Mathematical Research | 2013年 / 29卷 / 02期
关键词：
aggregation technique; smoothing SAA method; stochastic linear complementarity problem;
D O I：
10.13447/j.1674-5647.2013.02.005
中图分类号：
O211.67 [期望与预测];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：97 / 107
页数：11
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