Numerical Investigation of Deterministic Formulations for Stochastic Complementarity Problems

摘要：

　　Recently, various deterministic formulations are used to find robust solutions of the stochastic complementarity problems in economics, engineering and science. This paper focuses on the numerical investigation of the expected value (EV), the expected residual minimization (ERM) and the best worst case (BW) models for the stochastic complementarity problems in the traffic assignment.

关键词： Expected value expected residual minimization best worst case NCP function Wardrops user equilibrium robust traffic assignment

作者: Yanfang Zhang

作者单位: Department of Applied Mathematics,The Hong Kong Polytechnic University, Hong Kong

会议类型: 国际会议

会议名称: 第8届国际最优化方法及应用大会

会议地点: 上海

会议语种:英文

页码: 156-156

在线出版日期: 2010-12-10（万方平台首次上网日期，不代表论文的发表时间）