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Hybrid Steepest Descent Viscosity Method for Triple Hierarchical Variational Inequalities

Author

Listed:
  • L.-C. Ceng
  • Q. H. Ansari
  • C.-F. Wen

Abstract

We consider a triple hierarchical variational inequality problem (in short, THVIP). By combining hybrid steepest descent method, viscosity method, and projection method, we propose an approximation method to compute the approximate solution of THVIP. We also study the strong convergence of the sequences generated by the proposed method to a solution of THVIP.

Suggested Citation

  • L.-C. Ceng & Q. H. Ansari & C.-F. Wen, 2012. "Hybrid Steepest Descent Viscosity Method for Triple Hierarchical Variational Inequalities," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
    • Handle: RePEc:wly:jnlaaa:v:2012:y:2012:i:1:n:907105
    DOI: 10.1155/2012/907105
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    References listed on IDEAS

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    1. Patrick Jaillet & Damien Lamberton & Bernard Lapeyre, 1990. "Variational inequalities and the pricing of American options," Post-Print hal-01667008, HAL.
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