Weighted Method for Uncertain Nonlinear Variational Inequality Problems

A convex combined expectations regularized gap function with uncertain variable is presented to deal with uncertain nonlinear variational inequality problems (UNVIP). The UNVIP is transformed into a minimization problem through an uncertain weighted expected residual function. Moreover, the convergence of the global optimal solutions of the uncertain weighted expected residual minimization model is given through the integration by parts method under the compact space of the uncertain event. The limiting behaviors of the transformed model are analyzed. Furthermore, a compact approximation method is proposed in the unbounded uncertain event space. Through analysis of the convergence of UWERM model and reasonable hypothesis, the compact approximation method is verified under the circumstance of Holder continuity.