Expected residual minimization method for uncertain variational inequality problems

This paper considers an uncertain variational inequality problem (UVIP).We first establish UVIP as an optimization problem (ERM model) which minimizes the expected residual of the so-called regularized gap function. Then, we make some assumptions about a UVIP subclass in which the function involved is affine. Thus the priority in our paper is to discuss the properties of the ERM problem and comprehensive convergence analysis under uncertainty theory. In the end, we make a conclusion.