ERM-SNCPモデリングと不確実性下での交通均衡問題

摘要

In this paper, we consider the stochastic nonlinear complementarity problem x≥0, F(x,ω)≥0, xTF(x,ω)=0, ω∈Ω, (1.1)whereω∈ C Rm is a random vector with given probability distribution V, and F : Rn×Ω→RN is a given vector-valued function. We denote (1.1) by SNCP(F(x,ω)).