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.