Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation （SAA） method for a stochastic linear complementarity problem, where the underlying functions are represented by exp...Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation （SAA） method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.展开更多
文摘Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation （SAA） method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.
