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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.


