المسائل العكسية لمتباينات التباين والمتجهات شبه التباينية

المسائل العكسية لمتباينات التباين والمتجهات شبه التباينية

محمد حسن ذوماد الغضباوي

د.محسن علي المحمدي

الرياضيات البحتة / كلية العلوم / جامعة مازندران / ايران

Abstract

The inverse problem of parameter identification in vector variational and vector quasi-variational inequalities is examined in this paper. We specifically offer an abstract regularization technique that permits reliable identification of the parameters in the variational issues under investigation. In order to achieve this, we establish the existence of a solution to the normalized output least-squares-based optimization problem and show how effective it is by using it to solve the Markowitz portfolio problem.

Keywords: Inverse Problem, Vector-Variational inequality, Vector Quasi-Variational inequality, Regularization