On a Class of Random Variational Inequalities on Random Sets

DOI10.1080/01630560600790819zbMath1097.49008OpenAlexW2140440675MaRDI QIDQ5485902

Joachim Gwinner, Fabio Raciti

Publication date: 4 September 2006

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630560600790819

zbMATH Keywords

truncationMosco convergencecoercivenessaveragingmeasurabilityrandom setrandom variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Random operators and equations (aspects of stochastic analysis) (60H25) Discrete approximations in optimal control (49M25) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (38)

Fuzzy games with a countable space of actions and applications to systems of generalized quasi-variational inequalities ⋮ A variational-inequality approach to stochastic boundary value problems with inequality constraints and its application to contact and elastoplasticity ⋮ An Inexact Bundle Method and Subgradient Computations for Optimal Control of Deterministic and Stochastic Obstacle Problems ⋮ A stochastic Nash equilibrium problem for medical supply competition ⋮ Unnamed Item ⋮ Quasi-variational problems with non-self map on Banach spaces: existence and applications ⋮ Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach ⋮ Variational theory and computations in stochastic plasticity ⋮ On stochastic variational inequalities with mean value constraints ⋮ On a new class of differential variational inequalities and a stability result ⋮ Adaptive Multilevel Monte Carlo Methods for Stochastic Variational Inequalities ⋮ Stochastic weighted variational inequalities in non-pivot Hilbert spaces with applications to a transportation model ⋮ Confidence regions of stochastic variational inequalities: error bound approach ⋮ A performance measure analysis for traffic networks with random data and general monotone cost functions ⋮ Random variational inequalities and the random traffic equilibrium problem ⋮ Some equilibrium problems under uncertainty and random variational inequalities ⋮ A variational inequality model of the spatial price network problem with uncertain data ⋮ A migration equilibrium model with uncertain data and movement costs ⋮ Some remarks on the Walras equilibrium problem in Lebesgue spaces ⋮ A random elastic traffic equilibrium problem via stochastic quasi-variational inequalities ⋮ A stochastic network equilibrium model for electric power markets with uncertain demand ⋮ Duality theory and applications to unilateral problems ⋮ Stochastic variational formulation for a general random time-dependent economic equilibrium problem ⋮ On the approximation of monotone variational inequalities in \(L^P\) spaces with probability measure ⋮ On general infinite dimensional complementarity problems ⋮ Random equilibrium problems on networks ⋮ Remarks on infinite dimensional duality ⋮ Lipschitz continuity results for a class of variational inequalities and applications: A geometric approach ⋮ Efficiency and vulnerability analysis for congested networks with random data ⋮ Optimal road maintenance investment in traffic networks with random demands ⋮ Regularized sample average approximation approach for two-stage stochastic variational inequalities ⋮ On generalized Nash equilibrium in infinite dimension: the Lagrange multipliers approach ⋮ Congestion control and optimal maintenance of communication networks with stochastic cost functions: a variational formulation ⋮ Weighted quasi-variational inequalities in non-pivot Hilbert spaces and applications ⋮ Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly ⋮ Bayesian abstract fuzzy economies, random quasi-variational inequalities with random fuzzy mappings and random fixed point theorems ⋮ Global Approximation of Solutions of Time-Dependent Variational Inequalities ⋮ On the modeling of some environmental games with uncertain data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convex programming, variational inequalities, and applications to the traffic equilibrium problem
• Random integral equations
• Approximations to stochastic programs with complete fixed recourse
• Sample-path solution of stochastic variational inequalities
• Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\)
• Projection and discretization methods in stochastic programming
• Convergence of convex sets and of solutions of variational inequalities
• Approximations to Stochastic Programs with Complete Recourse
• Stochastic projectional schemes for random linear operator equations of the first and second kinds
• On the Optimality of the Discrete Karhunen--Loève Expansion
• A class of random variational inequalities and simple random unilateral boundary value problems - existence, discretization, finite element approximation
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Measurability of Generalized Inverses of Random Linear Operators
• Set-valued analysis

This page was built for publication: On a Class of Random Variational Inequalities on Random Sets