Uncertainty Quantification in Variational Inequalities: Theory, Numerics, and Applications 1st Edition Joachim Gwinner – Ebook Instant Download/Delivery ISBN(s): 9781138626324,1138626325, 9781351857666, 1351857665
Product details:
- ISBN 10: 1351857665
- ISBN 13: 9781351857666
- Author: Joachim Gwinner
Uncertainty Quantification (UQ) is an emerging and extremely active research discipline which aims to quantitatively treat any uncertainty in applied models. The primary objective of Uncertainty Quantification in Variational Inequalities: Theory, Numerics, and Applications is to present a comprehensive treatment of UQ in variational inequalities and some of its generalizations emerging from various network, economic, and engineering models. Some of the developed techniques also apply to machine learning, neural networks, and related fields. Features First book on UQ in variational inequalities emerging from various network, economic, and engineering models Completely self-contained and lucid in style Aimed for a diverse audience including applied mathematicians, engineers, economists, and professionals from academia Includes the most recent developments on the subject which so far have only been available in the research literature
Table contents:
1 Preliminaries
2 Probability
3 Projections on Convex Sets
4 Variational and Quasi-Variational Inequalities
5 Numerical Methods for Variational and Quasi-Variational Inequalities
6 An Lp-Approach for Variational Inequalities with Uncertain Data
7 Expected Residual Minimization (ERM)
8 Stochastic Approximation Approach
9 Uncertainty Quantification in Electric Power Markets
10 Uncertainty Quantification in Migration Models
11 Uncertainty Quantification in Nash Equilibrium Problems
12 Uncertainty Quantification in Traffic Equilibrium Problems
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