Abstract

In this work, we consider stochastic variational inequalities arising from a certain class of equilibrium problems with uncertainties. Uncertainties in the models are introduced through data that are known through their probabilistic distributions. We consider several extragradient methods for the solutions of the variational inequalities and compare their relative efficiency and eectiveness through thorough numerical comparisons. Several applications such as trac equilibrium, environmental games, and oligopolistic market equilibrium are considered.

Library of Congress Subject Headings

Stochastic inequalities; Iterative methods (Mathematics); Equilibrium (Economics)--Mathematical models

Publication Date

1-11-2016

Document Type

Thesis

Student Type

Graduate

Degree Name

Applied and Computational Mathematics (MS)

Department, Program, or Center

School of Mathematical Sciences (COS)

Advisor

Baasansuren Jadamba

Advisor/Committee Member

Linlin Chen

Advisor/Committee Member

Patricia Clark

Comments

Physical copy available from RIT's Wallace Library at QA274.223 .Z42 2016

Campus

RIT – Main Campus

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