EXPECTED RESIDUAL MINIMIZATION METHOD FOR THE STOCHASTIC STACKELBERG GAME PROBLEMS IB SUPPLY CHAIN YBCDER ASTMMETRIC INFORMATION

摘要

In this paper, we consider a class of stochastic Stackelberg game problems and its optimality sys-tems can be expressed as the two-stage stochastic complementary problems. By using the expected residual minimization (ERM) method, we reformulate this class of problems as stochastic constrained optimization problems. The error bound, solvability of the ERM problem and the convergence of its sample average approximation are established. Then, some numerical results in supply chain under asymmetric information are presented to verify the effectiveness of the proposed ERM method.