Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications

One-stage stochastic linear complementarity problem (SLCP) is a special case of a multi-stage stochastic linear complementarity problem, which has important applications in economic engineering and operations management. In this paper, we establish asymptotic analysis results of a sample-average app...

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Bibliographic Details
Main Authors: Shuang Lin, Jie Zhang, Chen Qiu
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/2/482