The aim of the paper is to study the Levitin–Polyak well-posedness (shortly, LP well-posedness) of stochastic variational inequalities. A characterization of the LP well-posedness is obtained considering the size of LP approximating solution sets. The equivalence between the LP well-posedness of a stochastic variational inequality with the existence and uniqueness of  its solution is proved. In addition, the LP well-posedness in the generalized sense is characterized. Finally, the theoretical results are applied to the random spatial price equilibrium problem in the price formulation.

Levitin–Polyak well-posedness of stochastic variational inequalities and applications to a random spatial price equilibrium problem / Barbagallo, A.. - In: OPTIMIZATION. - ISSN 0233-1934. - (2025), pp. 1-19. [10.1080/02331934.2025.2508498]

Levitin–Polyak well-posedness of stochastic variational inequalities and applications to a random spatial price equilibrium problem

Barbagallo A.
2025

Abstract

The aim of the paper is to study the Levitin–Polyak well-posedness (shortly, LP well-posedness) of stochastic variational inequalities. A characterization of the LP well-posedness is obtained considering the size of LP approximating solution sets. The equivalence between the LP well-posedness of a stochastic variational inequality with the existence and uniqueness of  its solution is proved. In addition, the LP well-posedness in the generalized sense is characterized. Finally, the theoretical results are applied to the random spatial price equilibrium problem in the price formulation.
2025
Levitin–Polyak well-posedness of stochastic variational inequalities and applications to a random spatial price equilibrium problem / Barbagallo, A.. - In: OPTIMIZATION. - ISSN 0233-1934. - (2025), pp. 1-19. [10.1080/02331934.2025.2508498]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/1016491
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