stochastic quasi-variational inequality

Quantitative Stability Analysis of Stochastic Quasi-Variational Inequality Problems and Applications

  • Huifu Xu
  • Liwei Zhang
  • Jie Zhang
    • Categories Stochastic Programming Tags , , ,

    We consider a parametric stochastic quasi-variational inequality problem (SQVIP for short) where the underlying normal cone is de ned over the solution set of a parametric stochastic cone system. We investigate the impact of variation of the probability measure and the parameter on the solution of the SQVIP. By reformulating the SQVIP as a natural equation … Read more