Stochastic Nonlinear Complementarity Problem and?Applications to?Traffic Equilibrium under?Uncertainty |
| |
Authors: | C Zhang and X Chen |
| |
Institution: | (1) Department of Applied Mathematics, Beijing Jiaotong University, Beijing, China;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, Hong Kong |
| |
Abstract: | The expected residual minimization (ERM) formulation for the stochastic nonlinear complementarity problem (SNCP) is studied
in this paper. We show that the involved function is a stochastic R
0 function if and only if the objective function in the ERM formulation is coercive under a mild assumption. Moreover, we model
the traffic equilibrium problem (TEP) under uncertainty as SNCP and show that the objective function in the ERM formulation
is a stochastic R
0 function. Numerical experiments show that the ERM-SNCP model for TEP under uncertainty has various desirable properties.
This work was partially supported by a Grant-in-Aid from the Japan Society for the Promotion of Science. The authors thank
Professor Guihua Lin for pointing out an error in Proposition 2.1 on an earlier version of this paper. The authors are also
grateful to the referees for their insightful comments. |
| |
Keywords: | Stochastic nonlinear complementarity problem Expected residual minimization Traffic equilibrium problem under uncertainty Stochastic R 0 function |
本文献已被 SpringerLink 等数据库收录! |