VARIATIONAL_INEQUALITY

作品数：135被引量：204H指数：7
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AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION被引量：3
《Journal of Systems Science & Complexity》2014年第2期276-288,共13页SUN Yudong SHI Yimin GU Xin 
supported by the National Science Foundation of China under Grant Nos.71171164 and 70471057;the Doctorate Foundation of Northwestern Polytechnical University under Grant No.CX201235
This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variati...
关键词：American style barrier option EXISTENCE integro-differential UNIQUENESS variational inequality. 
A GENERAL ITERATIVE METHOD OF FIXED POINTS FOR EQUILIBRIUM PROBLEMS AND OPTIMIZATION PROBLEMS
《Journal of Systems Science & Complexity》2009年第3期503-517,共15页Fang ZHANG·Yongfu SUDepartment of Mathematics,Tianjin Polytechnic University,Tianjin 300160,China. 
supported by the National Natural Science Foundation of China under Grant No. 10771050.
The purpose of this paper is to present a general iterative scheme as below：{F（un,y）＋1/rn（y-un,un-xn）≥0,y∈C,xn＋1=（I-αnA）Sun＋αnγf（xn）and to prove that, if {an} and {rn} satisfy appropriate conditions, ...
关键词：Eprilibriurn problem nonexpansive mappings optimization problem strong convergence variational inequality. 
THREE-STEP ITERATIONS FOR NONEXPANSIVE MAPPINGS AND INVERSE-STRONGLY MONOTONE MAPPINGS
《Journal of Systems Science & Complexity》2009年第2期333-344,共12页Meijuan SHANG Yongfu SU Xiaolong QIN 
supported by the National Natural Science Foundation of China under Grant No. 10771050
This paper introduces a three-step iteration for finding a common element of the set of fixedpoints of a nonexpansive mapping and the set of solutions of the variational inequality for an inverse-strongly monotone map...
关键词：Inverse-strongly monotone mapping metric projection nonexpansive mapping variational inequality. 
HIGHLY NONCONFORMING FINITE ELEMENT APPROXIMATIONS FOR A FOURTH ORDER VARIATIONAL INEQUALITY WITH CURVATURE OBSTACLE被引量：1
《Journal of Systems Science & Complexity》2005年第1期136-142,共7页SHIDongyang CHENShaochun IchiroHagiwara 
ThisresearchissupportedbyNSFofChina(NO.10371113)FoundationofOverseasScholarsofChina(NO.2001(119))theProjectofCreativeEngineeringofHenanProvinceofChina(No.2002(219))NSFofHenanProvinceofChina.
The purpose of this paper is to obtain the optimal error estimates of O(h) for the highly nonconforming elements to a fourth order variational inequality with curvature obstacle in a convex domain with simply supporte...
关键词：variational inequality curvature obstacle nonconforming finite element optimal error estimation 
ON SUFFICIENT AND NECESSARY OF EXISTENCE FOR A CLASS OF SINGULAR OPTIMAL STOCHASTIC CONTROL被引量：12
《Journal of Systems Science & Complexity》2003年第4期424-437,共14页LIUKunhui QINMingda LUChuanlai 
This research is supported by the National Natural Science Foundation of China
We study a class of discounted models of singular stochastic control. In thiskind of models, not only the structure of cost function has been extended to some general type, butalso the state can be represented as the ...
关键词：singular stochastic control discounted model stochastic differentialequation nonlinear diffusion variational inequality 
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