An approximation method for variational inequality with uncertain variables (Q6094667)
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scientific article; zbMATH DE number 7748007
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English | An approximation method for variational inequality with uncertain variables |
scientific article; zbMATH DE number 7748007 |
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An approximation method for variational inequality with uncertain variables (English)
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10 October 2023
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Summary: In this paper, a Stieltjes integral approximation method for uncertain variational inequality problem (UVIP) is studied. Firstly, uncertain variables are introduced on the basis of variational inequality. Since the uncertain variables are based on nonadditive measures, there is usually no density function. Secondly, the expected value model of UVIP is established after the expected value is discretized by the Stieltjes integral. Furthermore, a gap function is constructed to transform UVIP into an uncertain constraint optimization problem, and the optimal value of the constraint problem is proved to be the solution of UVIP. Finally, the convergence of solutions of the Stieltjes integral discretization approximation problem is proved.
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approximation
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variational inequality
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uncertain variables
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