# American Institute of Mathematical Sciences

2012, 2(1): 145-156. doi: 10.3934/naco.2012.2.145

## A class of smoothing SAA methods for a stochastic linear complementarity problem

 1 School of Mathematics, Liaoning Normal University, Dalian, 116029, China 2 School of Management, University of Southampton, Highfield Southampton SO17 1BJ, United Kingdom 3 School of Mathematical Sciences, Dalian University of Technology, Dalian 116024

Received  January 2011 Revised  October 2011 Published  March 2012

A class of smoothing sample average approximation (SAA) methods is proposed for solving a stochastic linear complementarity problem, where the underlying function is the expected value of stochastic function. Existence and convergence results to the proposed methods are provided and some numerical results are reported to show the efficiency of the methods proposed.
Citation: Jie Zhang, Yue Wu, Liwei Zhang. A class of smoothing SAA methods for a stochastic linear complementarity problem. Numerical Algebra, Control & Optimization, 2012, 2 (1) : 145-156. doi: 10.3934/naco.2012.2.145
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##### References:
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