Penalty method for solving a class of stochastic differential variational inequalities with an application

DOI10.1016/J.NONRWA.2023.103889zbMATH Open1517.49009MaRDI QIDQ6100925FDOQ6100925

Xuesong Li, Yao-jia Zhang, Nan-Jing Huang, Tao Chen

Publication date: 20 June 2023

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

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zbMATH Keywords

convergencestochastic differential equationpenalty methodstochastic variational inequalitystochastic differential variational inequalitystochastic migration equilibrium problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

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Cited In (3)

• Euler scheme for solving a class of stochastic differential variational inequalities with some applications
• On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities
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