加权期望残差极小化方法求解一类随机拟变分不等式  

Method ofweighted expected residual minimization method for solving a class of stochastic quasivariational inequality

作　　者：周武[1] 谢川[1] 黄南京[2] 

机构地区：[1]西南民族大学计算机科学学院,四川成都610041 [2]四川大学数学学院,四川成都610064

出　　处：《西南民族大学学报（自然科学版）》2017年第2期172-176,共5页Journal of Southwest Minzu University(Natural Science Edition)

基　　金：教育部-中国移动科研基金项目(MCM20150505)

摘　　要：拟变分不等式是变分不等式及不动点理论的一个重要分支,其被广泛的应用于博弈论、物流管理、金融经济等领域.由于现实问题受随机因素干扰,上述问题中许多模型都可以由随机拟变分不等式描述,例如随机Nash均衡、随机供应链模型等.用加权期望残差极小化方法研究了一类随机拟变分不等式,并在一定条件下,通过拟蒙特卡洛方法得到了加权期望残差极小化模型的解.Quasivariational inequality is an important part of the variational inequalities and the fixed point theory, and it is widely applied in game theory, logistics management, financial and economic, etc. In order to reflect the uncertain factors in practical problems, many models can be described by the stochastic quasivariational inequality, such as stochastic NASh equilib- rium, stochastic supply chain. Weighted expected residual minimization method is used to study the stochastic quasivariational inequality, and the solution of weighted expected residual minimization method is given by the quasi-Monte Carlo method under some suitable conditions.

关 键 词：随机拟变分不等式 期望残差极小化模型 加权期望残差极小化模型 拟蒙特卡洛方法 

分 类 号：O176[理学—数学]