In this paper we propose an approximation procedure for a class of mono- tone variational inequalities in probabilistic Lebesgue spaces. The implementation of the functional approximation in Lp, with p > 2, leads to a finite dimensional varia- tional inequality whose structure is different from the one obtained in the case p = 2, already treated in the literature. The proposed computational scheme is applied to the random traffic equilibrium problem with polynomial cost functions.
On the approximation of monotone variational inequalities in L^p spaces with probability measure
Passacantando, Mauro;
2021-01-01
Abstract
In this paper we propose an approximation procedure for a class of mono- tone variational inequalities in probabilistic Lebesgue spaces. The implementation of the functional approximation in Lp, with p > 2, leads to a finite dimensional varia- tional inequality whose structure is different from the one obtained in the case p = 2, already treated in the literature. The proposed computational scheme is applied to the random traffic equilibrium problem with polynomial cost functions.File in questo prodotto:
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