<p>This paper delves into a class of multistage stochastic linear complementarity problems (SLCPs). We commence by formulating the multistage SLCPs, derived from the optimality conditions of a specific class of multistage stochastic linear program problems. Subsequently, our investigation focuses on the existence and uniqueness of solutions to these multistage SLCPs, assuming a strong monotonicity condition. Furthermore, we elucidate the structural characteristics of the solutions to the multistage SLCPs.</p>

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Structure of solutions to a class of multistage stochastic linear complementarity problems

  • Jianxun Liu

摘要

This paper delves into a class of multistage stochastic linear complementarity problems (SLCPs). We commence by formulating the multistage SLCPs, derived from the optimality conditions of a specific class of multistage stochastic linear program problems. Subsequently, our investigation focuses on the existence and uniqueness of solutions to these multistage SLCPs, assuming a strong monotonicity condition. Furthermore, we elucidate the structural characteristics of the solutions to the multistage SLCPs.