Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/34936
Title: Properties of expected residual functions arising from stochastic complementarity problems
Authors: Ling, C
Qi, L 
Zhou, G
Caccetta, L
Keywords: Stochastic complementarity problem
NCP function
Expected residual function
SC1property
Stochastic R0 function
Issue Date: 2011
Publisher: Yokohama Publishers
Source: Pacific journal of optimization, 2011, v. 7, no. 2, p. 249-262 How to cite?
Journal: Pacific journal of optimization
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.
URI: http://hdl.handle.net/10397/34936
ISSN: 1348-9151
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