Inverse problems for vector variational and vector quasi-variational inequalities

被引：0
作者：
Hebestreit N. [1 ]
Khan A.A. [2 ]
Tammer C. [1 ]
机构：
[1] Department of Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale)
[2] Center for Applied and Computational Mathematics, Rochester Institute of Technology, Rochester, NY
来源：
Applied Set-Valued Analysis and Optimization | 2019年 / 1卷 / 03期
关键词：
Inverse problem; Regularization; Vector quasi-variational inequality; Vector-variational inequality;
D O I：
10.23952/asvao.1.2019.3.05
中图分类号：
学科分类号：
摘要：
In this paper, we focus on an inverse problem of parameter identification in vector variational and vector quasi-variational inequalities. Especially, we develop an abstract regularization approach that permits a stable identification of the parameters in the considered variational problems. We give existence results for the regularized output least-square-based optimization problem and provide an application of our results to the Markowitz portfolio problem. © 2019 Applied Set-Valued Analysis and Optimization.
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页码：307 / 317
页数：10
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