学术报告 报告题目：Quantitative Stability Analysis of Stochastic Quasi-Variational Inequality
Problems and Applications
报 告 人：张立卫教授（大连理工大学）
报告时间：11月7日（周六）上午9:30
报告地点：四号楼4318室
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数学学院
2015年11月3日
报告摘要：
We consider a parametric stochastic quasi-variational inequality problem (SQVIP for short) where the underlying normal cone is defined 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 and treating the orthogonal projection over the solution set of the parametric stochastic cone system as an optimization problem, we effectively convert stability of the SQVIP into that of a one stage stochastic program with stochastic cone constraints.Under some moderate conditions, we derive H/"older outer semicontinuity and continuity of the solution set against the variation of the probability measure and the parameter. The stability results are applied to a mathematical program with stochastic semidefinite constraints and a mathematical program with SQVIP constraints.