Article ID: | iaor20102858 |
Volume: | 36 |
Issue: | 4 |
Start Page Number: | 456 |
End Page Number: | 460 |
Publication Date: | Jul 2008 |
Journal: | Operations Research Letters |
Authors: | Qi Liqun, Zhou Guanglu, Ling Chen, Caccetta Louis |
Keywords: | complementarity |
The stochastic nonlinear complementarity problem has been recently reformulated as an expected residual minimization problem which minimizes an expected residual function defined by an NCP function. In this work, we show that the expected residual function defined by the