Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications
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- Alan J. King & R. Tyrrell Rockafellar, 1993. "Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 148-162, February.
- Xiaojun Chen & Masao Fukushima, 2005. "Expected Residual Minimization Method for Stochastic Linear Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 30(4), pages 1022-1038, November.
- Huifu Xu, 2010. "Sample Average Approximation Methods For A Class Of Stochastic Variational Inequality Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 103-119.
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Keywords
stochastic linear complementarity problem; asymptotic analysis; sample-average approximation; convergence in distribution; confidence regions;All these keywords.
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