An Improvement of the Quantitative Stability Analysis for the Two-Stage Stochastic Variational Inequality Problems  

关于两阶段随机变分不等式问题定量稳定性分析的改进

作　　者：WANG Zhenlong LIN Liqin WANG Yiting LIU Jianxun 王振龙;林丽琴;王屹婷;刘建勋(广西民族大学数学与物理学院,广西南宁530006)

机构地区：[1]School of Mathematics and Physics,Guangxi Minzu University,Nanning 530006,Guangxi,China

出　　处：《Wuhan University Journal of Natural Sciences》2024年第6期539-546,共8页武汉大学学报(自然科学英文版)

基　　金：Supported by the Guangxi Natural Science Foundation (2024GXNSFBA010345);the Innovation and Entrepreneurship Training Program of Guangxi Minzu University (S202310608001)。

摘　　要：This paper extends the quantitative stability results to a more general class of two-stage stochastic variational inequality problems(TSVIP).The existence of solutions to the TSVIP is discussed,and the quantitative relationship between the TSVIP and its distribution perturbed problem is derived.本文将定量稳定性结果扩展至更一般类别的两阶段随机变分不等式问题,讨论了该问题解的存在性,并推导了该问题与其分布扰动问题之间的定量关系,得到了一些改进的结果。

关 键 词：two-stage stochastic variational inequality problems residual function quantitative stability analysis sample average approximation 

分 类 号：O221[理学—运筹学与控制论]