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Sensitivity Analysis for Quasi-Variational Inequalities

Author

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  • M. A. Noor

    (King Saud University)

Abstract

In this paper, we develop a sensitivity analysis framework for quasi-variational inequalities using the Wiener–Hopf equations technique without assuming the differentiability of the given data.

Suggested Citation

  • M. A. Noor, 1997. "Sensitivity Analysis for Quasi-Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 95(2), pages 399-407, November.
    • Handle: RePEc:spr:joptap:v:95:y:1997:i:2:d:10.1023_a:1022691322968
    DOI: 10.1023/A:1022691322968
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    References listed on IDEAS

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    1. Yuping Qiu & Thomas L. Magnanti, 1989. "Sensitivity Analysis for Variational Inequalities Defined on Polyhedral Sets," Mathematics of Operations Research, INFORMS, vol. 14(3), pages 410-432, August.
    2. Stella Dafermos, 1988. "Sensitivity Analysis in Variational Inequalities," Mathematics of Operations Research, INFORMS, vol. 13(3), pages 421-434, August.
    3. N. D. Yen, 1995. "Lipschitz Continuity of Solutions of Variational Inequalities with a Parametric Polyhedral Constraint," Mathematics of Operations Research, INFORMS, vol. 20(3), pages 695-708, August.
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    Cited by:

    1. P. Q. Khanh & L. M. Luu, 2007. "Lower Semicontinuity and Upper Semicontinuity of the Solution Sets and Approximate Solution Sets of Parametric Multivalued Quasivariational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 133(3), pages 329-339, June.

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