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Volume 29, Issue 2
A Smoothing SAA Method for a Stochastic Linear Complementarity Problem

Jie Zhang, Hongwei Zhang & Liwei Zhang

Commun. Math. Res., 29 (2013), pp. 97-107.

Published online: 2021-05

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  • Abstract

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.

  • Keywords

aggregation technique, smoothing SAA method, stochastic linear complementarity problem.

  • AMS Subject Headings

90C30

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{CMR-29-97, author = {Jie and Zhang and and 18928 and and Jie Zhang and Hongwei and Zhang and and 18929 and and Hongwei Zhang and Liwei and Zhang and and 18930 and and Liwei Zhang}, title = {A Smoothing SAA Method for a Stochastic Linear Complementarity Problem}, journal = {Communications in Mathematical Research }, year = {2021}, volume = {29}, number = {2}, pages = {97--107}, abstract = {

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.

}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/19013.html} }
TY - JOUR T1 - A Smoothing SAA Method for a Stochastic Linear Complementarity Problem AU - Zhang , Jie AU - Zhang , Hongwei AU - Zhang , Liwei JO - Communications in Mathematical Research VL - 2 SP - 97 EP - 107 PY - 2021 DA - 2021/05 SN - 29 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/cmr/19013.html KW - aggregation technique, smoothing SAA method, stochastic linear complementarity problem. AB -

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.

Jie Zhang, Hongwei Zhang & Liwei Zhang. (2021). A Smoothing SAA Method for a Stochastic Linear Complementarity Problem. Communications in Mathematical Research . 29 (2). 97-107. doi:
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