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Stochastic $$R_0$$R0 tensors to stochastic tensor complementarity problems

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The main purpose of this paper is devoted to an introduction of the stochastic tensor complementarity problem. We consider the expected residual minimization formulation of the stochastic tensor complementarity problem.… Click to show full abstract

The main purpose of this paper is devoted to an introduction of the stochastic tensor complementarity problem. We consider the expected residual minimization formulation of the stochastic tensor complementarity problem. We show that the solution set of the expected residual minimization problem is nonempty and bounded, if the associated tensor is an $$R_0$$R0 tensor. We also prove that the associated tensor being a stochastic $$R_0$$R0 tensor is a necessary and sufficient condition for the existence of the solution of the expected residual minimization problem to be nonempty and bounded.

Keywords: tensor complementarity; tensor; stochastic tensor; expected residual; problem

Journal Title: Optimization Letters
Year Published: 2019

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