Stochastic R-0 matrix linear complementarity problems
文献类型：期刊论文
| 作者 | Fang, Haitao ; Chen, Xiaojun; Fukushima, Masao
|
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2007 |
| 卷号 | 18期号:2页码:482-506 |
| 关键词 | stochastic linear complementarity problem R-0 matrix expected residual minimization |
| ISSN号 | 1052-6234 |
| DOI | 10.1137/050630805 |
| 英文摘要 | We 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000250005300006 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4934]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Fang, Haitao |
| 作者单位 | 1.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 |
| 推荐引用方式 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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