{"title":"向量变分和向量拟变分不等式的反问题","authors":"N. Hebestreit, Akhtar A. Khan, C. Tammer","doi":"10.23952/asvao.1.2019.3.05","DOIUrl":null,"url":null,"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.","PeriodicalId":362333,"journal":{"name":"Applied Set-Valued Analysis and Optimization","volume":"248 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Inverse problems for vector variational and vector quasi-variational inequalities\",\"authors\":\"N. Hebestreit, Akhtar A. Khan, C. Tammer\",\"doi\":\"10.23952/asvao.1.2019.3.05\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":362333,\"journal\":{\"name\":\"Applied Set-Valued Analysis and Optimization\",\"volume\":\"248 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Set-Valued Analysis and Optimization\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.23952/asvao.1.2019.3.05\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Set-Valued Analysis and Optimization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.23952/asvao.1.2019.3.05","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.