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 |
| _version_ | 1848748212917108736 |
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| author | Ling, C. Qi, L. Zhou, Guanglu Caccetta, Louis |
| author_facet | Ling, C. Qi, L. Zhou, Guanglu Caccetta, Louis |
| author_sort | Ling, C. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 function and the Fischer-Burmeister function. In particular, the differentiability property of the expected residual functions is studied. In addition, we give a sufficient condition for the existence of a solution to the ERM problem. |
| first_indexed | 2025-11-14T07:01:28Z |
| format | Journal Article |
| id | curtin-20.500.11937-12930 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:01:28Z |
| publishDate | 2011 |
| publisher | Yokohama Publishers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-129302017-01-30T11:33:39Z Properties of expected residual functions arising from stochastic complementarity problems Ling, C. Qi, L. Zhou, Guanglu Caccetta, Louis 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 function and the Fischer-Burmeister function. In particular, the differentiability property of the expected residual functions is studied. In addition, we give a sufficient condition for the existence of a solution to the ERM problem. 2011 Journal Article http://hdl.handle.net/20.500.11937/12930 Yokohama Publishers restricted |
| spellingShingle | Ling, C. Qi, L. Zhou, Guanglu Caccetta, Louis Properties of expected residual functions arising from stochastic complementarity problems |
| title | Properties of expected residual functions arising from stochastic complementarity problems |
| title_full | Properties of expected residual functions arising from stochastic complementarity problems |
| title_fullStr | Properties of expected residual functions arising from stochastic complementarity problems |
| title_full_unstemmed | Properties of expected residual functions arising from stochastic complementarity problems |
| title_short | Properties of expected residual functions arising from stochastic complementarity problems |
| title_sort | properties of expected residual functions arising from stochastic complementarity problems |
| url | http://hdl.handle.net/20.500.11937/12930 |