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Quantitative analysis for a class of two-stage stochastic linear variational inequality problems Quantitative analysis for a class of two-stage stochastic linear variational inequality problems 发布时间：2018-11-06 09:55 浏览：次 来源：

报告题目：Quantitative analysis for a class of two-stage stochastic linear variational inequality problems

报告人：西安交通大学   蒋  杰  博士

时   间：2018年11月9日   星期五   10:30-11:30

地   点：红河校区 知津楼 J-C303

报告摘要：

This paper considers a class of two-stage stochastic linear variational inequality problems whose first stage problems are stochastic linear box constrained variational inequality problems and second stage problems are stochastic linear complementary problems. We first give conditions for the existence of solutions to both the original problem and its perturbed problems. Next we derive quantitative stability assertions of this two-stage stochastic problem under total variation metrics via the corresponding residual function. After that, we study the discrete approximation problem. The convergence and the exponential rate of convergence of optimal solution sets are obtained under moderate assumptions respectively. Finally, through solving a noncooperative two-stage stochastic game of multi-players, we numerically illustrate the obtained theoretical results.