Inverse problems for vector variational and vector quasi-variational inequalities

Abstract

. In this paper, we focus on an inverse problem of parameter identification in vector variational and vector quasi-variational inequalities. Especially, we develop an abstract regularization approach that permits a stable identification of the parameters in the considered variational problems. We give existence results for the regularized output least-square-based optimization problem and provide an application of our results to the Markowitz portfolio problem.