On a Class of Random Variational Inequalities on Random Sets

We study a class of random variational inequalities on random sets and give measurability, existence, and uniqueness results in a Hilbert space setting. In the special case where the random and the deterministic variables are separated, we present a discretization technique based on averaging and truncation, prove a Mosco convergence result for the feasible random set, and establish norm convergence of the approximation procedure.

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