Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6420172 | Applied Mathematics and Computation | 2015 | 13 Pages |
Abstract
This paper is concerned in constructing a deterministic model for the stochastic affine variational inequality problems with nonlinear perturbation (for short, SVIPP) based on the convex combined expectations of the least absolute deviation and least squares about the so-called regularized gap function. We formulate SVIPP as a weighted expected residual minimization problem (in short, WERM). Some properties of the WERM problem are derived under suitable conditions. Moreover, we obtain a discrete approximation of WERM problem by applying the quasi-Monte Carlo method. The limiting behavior of optimal solutions and stationary points of the approximation problem are analyzed as well.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Fang Lu, Sheng-jie Li,