报告题目: |
Equilibrium problems under Uncertainty* |
报告人: |
Masao Fukushima教授，Kyoto University,Kyoto,Japan* |
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报告时间: |
2006-05-23 14:00 |
报告地点: |
理科楼数学科学系1304室 |
主办单位: |
方述诚讲席教授组Distinguished Lecture Series学术报告* |
简介: |
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. |
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