We consider the stochastic linear complementarity problem (SLCP) involving random data. In particular, we are interested in the expected residual minimization (ERM) formulation for the classes of SLCPs called the stochastic R_0 matrix LCP and the monotone SLCP. We discuss conditions under which the ERM formulation of an SLCP has a nonempty and bounded solution set. We also give error bounds for the stochastic R_0 matrix LCP and the monotone LCP. Some numerical examples are given to illustrate the characteristics of the solutions of the ERM formulation.
