Expected residual minimization method for a class of stochastic quasivariational inequality problems
type: Item
instance of: scholarly article
title: Expected residual minimization method for a class of stochastic quasivariational inequality problems
zbMATH Open document ID: 1264.49006
DOI: 10.1155/2012/816528
published in: Journal of Applied Mathematics
publication date: 2013-06-03T00:00:00Z
review text: Summary: We consider the expected residual minimization method for a class of Stochastic QuasiVariational Inequality Problems (SQVIP). The regularized gap function for QuasiVariational Inequality Problems (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 the Sample Average Approximation (SAA) method. Finally, we investigate the limiting behavior of the optimal solutions and stationary points.
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49M30
zbMATH DE Number: 6169983
zbMATH Keywords: stochastic quasivariational inequality problems
zbMATH Keywords: expected residual minimization method
zbMATH Keywords: regularized gap function
zbMATH Keywords: sample average approximation
Wikidata QID: Q58907413
author: Hui-qiang Ma
author: Nan-Jing Huang
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/816528
OpenAlex ID: W2118027894
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description: scientific article; zbMATH DE number 6169983