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

 蒋杰  西安交通大学和香港理工大学联合培养博士，重庆铜梁人

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.

  本周五，11月9日，上午10:30在知津楼C303