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随机P矩阵和随机P0矩阵线性互补问题
引用本文:李向利,刘红卫,黄亚魁.随机P矩阵和随机P0矩阵线性互补问题[J].系统科学与数学,2011,31(1):123-128.
作者姓名:李向利  刘红卫  黄亚魁
作者单位:西安电子科技大学数学系,西安,710071
基金项目:国家自然科学基金(F010406)资助课题
摘    要:定义了随机P矩阵和随机P0矩阵,给出了矩阵为随机P矩阵或随机P0矩阵的充要条件.研究了随机线性互补问题(SLCP)的矩阵为随机P矩阵时,期望残差方法(ERM)解集的有界性.得到了期望矩阵为P矩阵时,(ERM)解集非空有界.并且研究离散情形(ERM)与期望值方法(EV)解的关系,给出了(ERM)解唯一的条件.

关 键 词:随机线性互补问题  随机P矩阵  期望残差(ERM)  随机P0矩阵

STOCHASTIC P MATRIX AND P_0 MATRIX LINEAR COMPLEMENTARITY PROBLEM
LI Xiangli,LIU Hongwei,HUANG Yakui.STOCHASTIC P MATRIX AND P_0 MATRIX LINEAR COMPLEMENTARITY PROBLEM[J].Journal of Systems Science and Mathematical Sciences,2011,31(1):123-128.
Authors:LI Xiangli  LIU Hongwei  HUANG Yakui
Institution:LI Xiangli LIU Hongwei HUANG Yakui (Department of Applied Mathematics,Xidian University,Xi'an 710071)
Abstract:The paper is concerned with the expected residual minimization formulation (ERM) of the stochastic P matrix linear complementarity problem.It is shown that the expected residual minimization formulation of this problem has a nonempty and bounded solution set when the involving matrix is a stochastic P matrix.The definition and some properties of a stochastic P_0 matrix are given.Moreover,we consider the discrete case and give a condition for the solution set of the ERM problem to be singleton.
Keywords:Stochastic linear complementarity problem  stochastic P matrix  expected residual minimization formulation  stochastic P_0 matrix  
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