In this paper we propose an approximation procedure for a class of monotone variational inequalities in probabilistic Lebesgue spaces. The implementation of the functional approximation in Lp, with p > 2, leads to a finite dimensional variational 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 Lp Spaces with Probability Measure
Raciti F.
2021-01-01
Abstract
In this paper we propose an approximation procedure for a class of monotone variational inequalities in probabilistic Lebesgue spaces. The implementation of the functional approximation in Lp, with p > 2, leads to a finite dimensional variational 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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