Stochastic $R_0$ Tensors to Stochastic Tensor Complementarity Problems
Optimization and Control
2018-08-13 v1
Abstract
The main purpose of this paper is devoted to an introduction of the stochastic tensor complementarity problem. We consider the expected residual minimization formulation of the stochastic tensor complementarity problem. We show that the solution set of the expected residual minimization problem is nonempty and bounded, if the associated tensor is an tensor. We also prove that the associated tensor being a stochastic tensor is a necessary and sufficient condition for the solution set of the expected residual minimization problem to be nonempty and bounded.
Keywords
Cite
@article{arxiv.1808.03436,
title = {Stochastic $R_0$ Tensors to Stochastic Tensor Complementarity Problems},
author = {Maolin Che and Liqun Qi and Yimin Wei},
journal= {arXiv preprint arXiv:1808.03436},
year = {2018}
}
Comments
18 pages