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dc.contributor.authorLing, C.
dc.contributor.authorQi, L.
dc.contributor.authorZhou, Guanglu
dc.contributor.authorCaccetta, Louis
dc.date.accessioned2017-01-30T11:33:39Z
dc.date.available2017-01-30T11:33:39Z
dc.date.created2012-03-29T20:01:50Z
dc.date.issued2011
dc.identifier.citationLing, Chen and Qi, Liqun and Zhou, Guanglu and Caccetta, Louis. 2011. Properties of expected residual functions arising from stochastic complementarity problems. Pacific Journal of Optimization. 7 (2): pp. 249-262.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/12930
dc.description.abstract

The stochastic nonlinear complementarity problem has been recently reformulated as an expected residual minimization (ERM) problem which minimizes an expected residual function defined by an NCP function. In this paper we study the properties of the expected residual functions defined by the min function and the Fischer-Burmeister function. In particular, the differentiability property of the expected residual functions is studied. In addition, we give a sufficient condition for the existence of a solution to the ERM problem.

dc.publisherYokohama Publishers
dc.titleProperties of expected residual functions arising from stochastic complementarity problems
dc.typeJournal Article
dcterms.source.startPage249
dcterms.source.endPage262
dcterms.source.issn1348-9151
dcterms.source.titlePacific Journal of Optimization
curtin.note

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curtin.departmentDepartment of Mathematics and Statistics
curtin.accessStatusFulltext not available


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