We consider the expected residual minimization formulation of the
stochastic $R_0$ matrix linear complementarity problem. We show that the
involved matrix being a stochastic $R_0$ matrix is a necessary and
sufficient condition for the solution set of the expected residual
minimization problem to be nonempty and bounded.
Moreover, local and global
error bounds are given for the stochastic $R_0$ matrix linear
complementarity problem. A stochastic approximation method
with acceleration by averaging is applied to solve the expected
residual minimization problem.