| SENSITIVITY ANALYSIS FOR PARAMETERIZED VARIATIONAL INEQUALITY PROBLEMS |
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| 作者姓名： | LiFei |
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| 作者单位： | The College of Economics，Beijing Technology and Business University，Beijing 100037，China |
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| 基金项目： | This research is partially supported by Key Laboratory of Management, Decision and Information Systems,CAS and National Science Foundations of China. |
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| 摘 要： | This paper presents sensitivity analysis for parameterized variational inequality problems (VIP). Under appropriate assumption, it is shown that the perturbed solution to parameterized VIP is existent, unique, continuous and different iable with respect to perturbation parameter. In the case of differentiability, we derive the equations for calculating the derivative of solution variables with respect to the perturbation parameters.
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| 关 键 词： | 敏感度分析 参数化 可变不等式问题 干扰解 非线性系统 |
SENSITIVITY ANALYSIS FOR PARAMETERIZED VARIATIONAL INEQUALITY PROBLEMS |
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| LiFei.SENSITIVITY ANALYSIS FOR PARAMETERIZED VARIATIONAL INEQUALITY PROBLEMS[J].Journal of Systems Science and Complexity,2004,17(4):445-451. |
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| Authors: | Li Fei |
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| Abstract: | This paper presents sensitivity analysis for parameterized variational inequality problems (VIP). Under appropriate assumption, it is shown that the perturbed solution to parameterized VIP is existent, unique, continuous and different iable with respect to perturbation parameter. In the case of differentiability, we derive the equations for calculating the derivative of solution variables with respect to the perturbation parameters. |
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| Keywords: | Sensitivity analysis parameterized VIP perturbed solution |
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