Properties of expected residual functions arising from stochastic complementarity problems

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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...

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Bibliographic Details
Main Authors:	Ling, C., Qi, L., Zhou, Guanglu, Caccetta, Louis
Format:	Journal Article
Published:	Yokohama Publishers 2011
Online Access:	http://hdl.handle.net/20.500.11937/12930

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