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Expected Residual Minimization Method for a Class of Stochastic Tensor Variational Inequalities

  • Jian-Xun Liu,
  • Zhao-Feng Lan,
  • Sheng-Jie Li

摘要

This paper considers the expected residual minimization (ERM) formulation for a class of stochastic tensor variational inequalities (STVI) where the involved set contains \({\textbf {0}}\) 0 . Initially, we derive some theoretical results regarding the H-eigenvalues of tensors and formulate a class of stochastic multi-person nonoperative games as an STVI. Subsequently, we transform the STVI into an ERM problem by using the regularized gap function and explore the properties of the object function. Furthermore, we use the quasi-Monte Carlo method to address the ERM problem and conduct convergence analysis. Ultimately, we conduct numerical experiments to validate our theoretical findings.