学术报告报告题目：QuantitativeStability Analysis of Stochastic Quasi-Variational Inequality
Problemsand 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 stochasticquasi-variational inequality problem (SQVIP for short) where theunderlying normal cone is defined over the solution set of aparametric stochastic cone system. We investigate the impact ofvariation of the probability measure and the parameter on thesolution of the SQVIP. By reformulating the SQVIP as a naturalequation and treating the orthogonal projection over the solution setof the parametric stochastic cone system as an optimization problem,we effectively convert stability of the SQVIP into that of a onestage stochastic program with stochastic cone constraints.Under somemoderate conditions, we derive H\"older outer semicontinuity andcontinuity of the solution set against the variation of theprobability measure and the parameter. The stability results areapplied to a mathematical program with stochastic semidefiniteconstraints and a mathematical program with SQVIP constraints.