Some Results on Solving a Class of Stochastic Mathematical Programs with Complementarity Constraints
Abstract: This paper considers a class of stochastic linear programs with linear complementarity constraints (SLPCC). We first transform the SLPCC into a stochastic linear programming problem under some conditions. Then, we suggest a sampling average approximation method to solve the SLPCC and establish its conver-gence analysis. We finally report some preliminary numerical results.
文章引用: 黄玉文 , 林贵华 (2012) 求解一类随机互补约束数学规划问题的若干结果。 运筹与模糊学， 2， 35-41. doi: 10.12677/ORF.2012.23005
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