向量变分和向量拟变分不等式的反问题

N. Hebestreit, Akhtar A. Khan, C. Tammer
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引用次数: 2

摘要

. 本文主要研究向量变分不等式和向量拟变分不等式中参数辨识的反问题。特别是,我们开发了一种抽象的正则化方法,允许在考虑的变分问题中稳定地识别参数。给出了正则化输出最小二乘优化问题的存在性结果,并将结果应用于Markowitz投资组合问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Inverse problems for vector variational and vector quasi-variational inequalities
. 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.
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