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论文类型:期刊论文
发表时间:2012-01-01
发表刊物:Numerical Algebra, Control and Optimization
收录刊物:Scopus
卷号:2
期号:1
页面范围:145-156
ISSN号:21553289
摘要:A class of smoothing sample average approximation (SAA) methods is proposed for solving a stochastic linear complementarity problem, where the underlying function is the expected value of stochastic function. Existence and convergence results to the proposed methods are provided and some numerical results are reported to show the efficiency of the methods proposed.