Penalty method for solving a class of stochastic differential variational inequalities with an application (Q6100925)
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scientific article; zbMATH DE number 7698288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty method for solving a class of stochastic differential variational inequalities with an application |
scientific article; zbMATH DE number 7698288 |
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Penalty method for solving a class of stochastic differential variational inequalities with an application (English)
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20 June 2023
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The paper studies a class of stochastic differential variational inequalities through a new penalty method and related convergence.
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stochastic differential variational inequality
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stochastic differential equation
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stochastic variational inequality
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penalty method
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convergence
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stochastic migration equilibrium problem
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