Properties of expected residual functions arising from stochastic complementarity problems
The stochastic nonlinear complementarity problem has been recently reformulated as an expected residual minimization (ERM) problem which minimizes an expected residual function defined by an NCP function. In this paper we study the properties of the expected residual functions defined by the min fun...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
Yokohama Publishers
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/12930 |