# 求解随机广义互补问题的期望残差最小化方法Expected Residual Minimization Method for Stochastic Generalized Complementary Problems

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In practice, generalized complementary problems have many applications and many elements may involve uncertain data in applications. Therefore, we mainly consider the stochastic generalized complementary problems. We employ the so called NCP function to give the expected residual minimization (ERM) model. Since the ERM formulation includes an integration, which is generally difficult to evaluate exactly, we propose the quasi-Monte Carlo method to give an approximation problem for ERM formulation. Furthermore, we show that the solutions of this approximation problem converge to the solution of the ERM formulation under very mild conditions.

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