Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/16014
Title: Stochastic nonlinear complementarity problem and applications to traffic equilibrium under uncertainty
Authors: Zhang, C
Chen, X 
Keywords: Expected residual minimization
Stochastic nonlinear complementarity problem
Stochastic R 0 function
Traffic equilibrium problem under uncertainty
Issue Date: 2008
Publisher: Springer
Source: Journal of optimization theory and applications, 2008, v. 137, no. 2, p. 277-295 How to cite?
Journal: Journal of optimization theory and applications 
Abstract: The expected residual minimization (ERM) formulation for the stochastic nonlinear complementarity problem (SNCP) is studied in this paper. We show that the involved function is a stochastic R 0 function if and only if the objective function in the ERM formulation is coercive under a mild assumption. Moreover, we model the traffic equilibrium problem (TEP) under uncertainty as SNCP and show that the objective function in the ERM formulation is a stochastic R 0 function. Numerical experiments show that the ERM-SNCP model for TEP under uncertainty has various desirable properties.
URI: http://hdl.handle.net/10397/16014
ISSN: 0022-3239
EISSN: 1573-2878
DOI: 10.1007/s10957-008-9358-6
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