随机P矩阵和随机P_0矩阵线性互补问题  

STOCHASTIC P MATRIX AND P_0 MATRIX LINEAR COMPLEMENTARITY PROBLEM

作　　者：李向利[1] 刘红卫[1] 黄亚魁[1] 

机构地区：[1]西安电子科技大学数学系,西安710071

出　　处：《系统科学与数学》2011年第1期123-128,共6页Journal of Systems Science and Mathematical Sciences

基　　金：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P_0矩阵,给出了矩阵为随机P矩阵或随机P_0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.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.

关 键 词：随机线性互补问题 随机P矩阵 期望残差(ERM) 随机P_0矩阵 

分 类 号：O151.21[理学—数学]