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- W4316663399 abstract "One-stage stochastic linear complementarity problem (SLCP) is a special case of a multi-stage stochastic linear complementarity problem, which has important applications in economic engineering and operations management. In this paper, we establish asymptotic analysis results of a sample-average approximation (SAA) estimator for the SLCP. The asymptotic normality analysis results for the stochastic-constrained optimization problem are extended to the SLCP model and then the conditions, which ensure the convergence in distribution of the sample-average approximation estimator for the SLCP to multivariate normal with zero mean vector and a covariance matrix, are obtained. The results obtained are finally applied for estimating the confidence region of a solution for the SLCP." @default.
- W4316663399 created "2023-01-17" @default.
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- W4316663399 date "2023-01-16" @default.
- W4316663399 modified "2023-10-18" @default.
- W4316663399 title "Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications" @default.
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- W4316663399 doi "https://doi.org/10.3390/math11020482" @default.
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