Sensitivity analysis for variational inclusions by Wiener-Hopf equation techniques

Abdellatif Moudafi (1) , Muhammad Aslam Noor (2)

1 D.M.I. - Département de Mathématiques et Informatique
2 Department of Mathematics and Statistics [Canada]

In this paper, we extend the sensitivity analysis framework developed recently for variational inequalities by Noor and Yen to variational inclusions relying on Wiener-Hopf equation techniques. We prove the continuity and the Lipschitz continuity of the locally unique solution to parametric variational inclusions without assuming differentiability of the given data.

Mots clés: Variational Inclusions; Wiener-Hopf Equations; Sensitivity Analysis; Resolvent Operator

Domaines: Optimisation et contrôle [math.OC]

Abdellatif Moudafi, Muhammad Aslam Noor. Sensitivity analysis for variational inclusions by Wiener-Hopf equation techniques. Journal of Applied Mathematics and Stochastic Analysis, 1999, 12 (3), pp.223-232. ⟨hal-00779240⟩