论文标题
用于医疗保健中应用的随机准变量不平等问题的不精确差异方法
An Inexact Variance-Reduced Method For Stochastic Quasi-Variational Inequality Problems With An Application In Healthcare
论文作者
论文摘要
本文的重点是随机变化不等式（SQVI）问题，其在封闭式和凸组上进行了连续且强烈的超声酮映射，其中投影对约束集的投影可能不容易计算。我们提出了一种不精确的方差，降低了随机方案，以解决SQVI问题并分析其收敛速率和甲骨文的复杂性。通过逐步增加样品尺寸并近似投影算子来获得线性收敛速率。此外，我们展示了如何将献血组织之间的竞争建模为SQVI，并提供一些初步的模拟结果来验证我们的发现。
This paper is focused on a stochastic quasi-variational inequality (SQVI) problem with a continuous and strongly-monotone mapping over a closed and convex set where the projection onto the constraint set may not be easy to compute. We present an inexact variance reduced stochastic scheme to solve SQVI problems and analyzed its convergence rate and oracle complexity. A linear rate of convergence is obtained by progressively increasing sample-size and approximating the projection operator. Moreover, we show how a competition among blood donation organizations can be modeled as an SQVI and we provide some preliminary simulation results to validate our findings.
