Robust solution of monotone stochastic linear complementarity problems

Mathematical Programming

Volumn 117, Issue 1-2, 2009, Pages 51-80

  Chen, Xiaojun ^a   Zhang, Chao ^a   Fukushima, Masao ^b  

^a HIROSAKI UNIVERSITY   (Japan)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

Expected residual minimization; NCP function; Stochastic linear complementarity problem

Indexed keywords

AUTOMOBILE SEATS; BRANCH AND BOUND METHOD; EIGENVALUES AND EIGENFUNCTIONS; FIR FILTERS; MATRIX ALGEBRA; METAL CLADDING; SOLUTIONS; STOCHASTIC PROGRAMMING; TURBULENT FLOW;

BOUNDED SOLUTIONS; ERROR BOUNDS; EXPECTED VALUES; LINEAR COMPLEMENTARITY PROBLEM (LCP); LINEAR COMPLEMENTARITY PROBLEMS (LCP); MINIMUM SENSITIVITY; NUMERICAL EXAMPLES; RANDOM MATRICES; RANDOM PARAMETERS; RESIDUAL MINIMIZATION; ROBUST SOLUTIONS; SPRINGER (CO); STOCHASTIC TRAFFIC;

ERROR ANALYSIS;

EID: 46749143296     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-007-0163-z     Document Type: Article

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