Improved method of weighted expected residual for solving stochastic variational inequality problems

Abstract:

This paper is concerned in constructing a new deterministic model for the stochastic affine variational inequality problems with nonlinear perturbation based on the least absolute deviation method and weighted expected residual minimization method. By means of Quasi-Monte Carlo method, we obtain a discrete approximation of the problem. Some properties of the problem are studied under suitable conditions. The convergence of optimal solutions and stationary points of the approximation problem are also analyzed.