CSpace  > 系统科学研究所
Stochastic R-0 matrix linear complementarity problems
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
2007
Source PublicationSIAM JOURNAL ON OPTIMIZATION
ISSN1052-6234
Volume18Issue:2Pages:482-506
AbstractWe consider the expected residual minimization formulation of the stochastic R-0 matrix linear complementarity problem. We show that the involved matrix being a stochastic R-0 matrix is a necessary and sufficient condition for the solution set of the expected residual minimization problem to be nonempty and bounded. Moreover, local and global error bounds are given for the stochastic R-0 matrix linear complementarity problem. A stochastic approximation method with acceleration by averaging is applied to solve the expected residual minimization problem. Numerical examples and applications of traffic equilibrium and system control are given.
Keywordstochastic linear complementarity problem R-0 matrix expected residual minimization
DOI10.1137/050630805
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000250005300006
PublisherSIAM PUBLICATIONS
Citation statistics
Cited Times:65[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/4935
Collection系统科学研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100080, Peoples R China
2.Hirosaki Univ, Dept Math Sci, Hirosaki, Aomori 0368561, Japan
3.Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan
Recommended Citation
GB/T 7714
Fang, Haitao,Chen, Xiaojun,Fukushima, Masao. Stochastic R-0 matrix linear complementarity problems[J]. SIAM JOURNAL ON OPTIMIZATION,2007,18(2):482-506.
APA Fang, Haitao,Chen, Xiaojun,&Fukushima, Masao.(2007).Stochastic R-0 matrix linear complementarity problems.SIAM JOURNAL ON OPTIMIZATION,18(2),482-506.
MLA Fang, Haitao,et al."Stochastic R-0 matrix linear complementarity problems".SIAM JOURNAL ON OPTIMIZATION 18.2(2007):482-506.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Fang, Haitao]'s Articles
[Chen, Xiaojun]'s Articles
[Fukushima, Masao]'s Articles
Baidu academic
Similar articles in Baidu academic
[Fang, Haitao]'s Articles
[Chen, Xiaojun]'s Articles
[Fukushima, Masao]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Fang, Haitao]'s Articles
[Chen, Xiaojun]'s Articles
[Fukushima, Masao]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.