.png){kind=icon}
返回
A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
.png){kind=icon}
PRE
AI
DOI：10.1016/j.amc.2014.01.121.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
In this paper we propose a new stochastic equilibrium model, a stochastic extended vertical linear complementarity problem, which arises in the stochastic generalized bimatrix games and includes stochastic linear complementarity problem as its special case. Based on the log-exponential function, a sample average approximation (SAA) regularization method is proposed for solving this problem. The analysis of this regularization method is carried out in two steps: first, under some mild conditions, the existence and convergence results to the proposed method are provided. Second, under conditions on row representative of matrices, the exponential convergence rate of this method is established. At last, the regularization method proposed is applied to finding a generalized Nash equilibrium pair for a stochastic generalized bimatrix game. Crown Copyright (C) 2014 Published by Elsevier Inc. All rights reserved.
Keyword:
Log-exponential function
SAA regularization method
Stochastic extended vertical linear
complementarity problem
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
机构
引用论文
.png){kind=icon}
分享收藏
Epidemiology and clinical characteristics of Klebsiella spp. meningitis in France法国克雷伯氏菌属脑膜炎的流行病学和临床特征
PREAI
分享收藏
查看更多内容