Expected Residual Minimization Method for a Class of Stochastic Quasivariational Inequality Problems

被引：0

作者：

Ma, Hui-Qiang ^{[1
]}

Huang, Nan-Jing ^{[1
]}

机构：

[1] Sichuan Univ, Dept Math, Chengdu 610064, Sichuan, Peoples R China

来源：

JOURNAL OF APPLIED MATHEMATICS | 2012年

基金：

中国国家自然科学基金;

关键词：

LINEAR COMPLEMENTARITY-PROBLEMS; TRAFFIC EQUILIBRIUM;

D O I：

10.1155/2012/816528

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the expected residual minimization method for a class of stochastic quasivariational inequality problems (SQVIP). The regularized gap function for quasivariational inequality problem (QVIP) is in general not differentiable. We first show that the regularized gap function is differentiable and convex for a class of QVIPs under some suitable conditions. Then, we reformulate SQVIP as a deterministic minimization problem that minimizes the expected residual of the regularized gap function and solve it by sample average approximation (SAA) method. Finally, we investigate the limiting behavior of the optimal solutions and stationary points.

引用

页数：15

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