Abstract
It is shown that Mangasarian's general iterative algorithm for solving the symmetric linear complementarity problem can be extended for solving generalized linear complementarity problems. The crucial feature of our generalized algorithm is monotonicity. With this property, we can prove the convergence. Finally the algorithm is tested for a singular stochastic control problem.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
