【摘要】 随机逆变分不等式是变分不等式领域的重要分支,其被广泛的应用于交通均衡、网络经济均衡、电力系统、物流供应链管理等实际问题.主要工作是通过定义随机逆变分不等式的正则化间隙函数,研究了基于CVaR的一类随机逆变分不等式的逼近算法,并在一定条件下,运用拟蒙特卡洛方法得到这类随机逆变分不等式的解.更多还原

【Abstract】 Stochastic inverse variational inequality is an important part of the variational inequalities theory.It is widely applied in traffic equilibrium,network economy equilibrium,electrical power system,logistics management,etc.By defining the regular gap-function,we consider the CVaR-based formulation and approximation method for a class of stochastic inverse variational inequality problems.By employing the quasi-Monte Carlo method,we find a solution of a class of stochastic inverse variational inequality problems under some suitable conditions.更多还原