Random completely generalized set-valued implicit quasi-variational inequalities

DOI10.1023/A:1009784323320MaRDI QIDQ1306801zbMATH OpenOpenAlexFDO

Authors Nan-Jing Huang, Yeol Je Cho

Publication date 24 January 2000

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009784323320

zbMATH Keywords

\(h\)-Lipschitzness for multifunctionquasi-variational inequalityrandom operator

Mathematics Subject Classification ID

Random linear operators (47B80) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Random operators and equations (aspects of stochastic analysis) (60H25)

Review text

Let \(K\) be a nonempty closed convex subset of a Hilbert space \(H\); \(U,V:\Omega\times H\to 2^H\) be two random set-valued maps (\(\Omega\) be measure space), \(m,g:\Omega\times H\to H\) be two random operators and \(a:\Omega\times H\times H\to\mathbb{R}\) be a random function. Under (very complicated in formulation) natural conditions, the authors establish the existence and iteration convergence theorem for the so-called ``random completely generalized set-valued implicit quasi-variational inequality of the type: \[ g(\omega,u(\omega))\in K(\omega, x(\omega)),\quad x(\omega)\in U(\omega,u(\omega)),\quad y(\omega)\in V(\omega, u(\omega)), \] \[ a(\omega, u(\omega), v-g(\omega, u(\omega)))\geq (y(\omega),v- g(\omega, u(\omega))) \] for all \(\omega\in\Omega\) and \(v\in K(\omega, x(\omega))\) where \(K(\omega, x(\omega))= m(\omega, x(\omega))+ K\). The above-mentioned conditions all are in the term of \(h\)-Lipschitz coefficients for all used functions and multifunctions of the problem under consideration, and the \(h\)-Lipschitz condition naturally allows to construct appropriate interaction process for all unknown random variables \(u(\cdot)\), \(x(\cdot)\), \(y(\cdot)\).

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