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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 = {Zhang , JieZhang , Hongwei and Zhang , Liwei}, 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.

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