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Applied Mathematics, 2011, 2, 1011-1018 doi:10.4236/am.2011.28140 Published Online August 2011 (http://www.SciRP.org/journal/am) Copyright © 2011 SciRes. AM On Generalized Multivalued Random Variational-Like Inclusions Mohammad Kalimuddin Ahmad, Salahuddin Department of Mat hematics, Aligarh Muslim University, Aligarh, India E-mail: ahmad_kalimuddin@yahoo.co.in, salahuddin12@mailcity.com Received April 9, 2011; revised May 28, 2011; accepted J une 6, 2011 Abstract In this paper, we posed a random iterative algorithm for generalized multivalued random variational like in- clusions. We define the random relaxed Lipschitz and relaxed monotone mappings and prove the existence and convergence of solutions of the random iterative sequences generated by a random iterative algorithm. Keywords: Generalized Multivalued Random Variational Like Inclusions, Random Iterative Sequences, Measurable Space, Separable Real Hilbert Space, -Subdifferential, Hausdorff Metric 1. Introduction It is well know that the study of random equations in- volving random operators in view of their need in deal- ing with probabilistic models in applied sciences is very important. It has also been well documented that the in- troduction of the randomness leads to several questions including the measurability and probabilistic aspect of solutions [1-4]. The systematic study of random equations employing the techniques of func tional analysis was first introduced by Prague school of probabilistic by Spacek [5] and Hans [6]. This has received considerable attention from nume- rous authors, e.g. Adomian [7], Tsokos and Padgett [8], Cho et al. [9], and Chang and Huang [10]. The main question concerning random operator equations are es- sen- tially the same as those of deterministic operator equa- tions, that is question of existence, uniqueness, characteri- zation, contraction and approximation of so- lutions. The theory of randomness, however leads to several new questions like measurability of solutions, probabilistic and statistical aspects of random solutions, estimate for the difference between the mean value of the solutions of the random equations and deterministic so- lutions of the averaged equations. The theory of variational inequality provides a natural and elegant framework for study of many seemingly un- related free boundary value problems arising in various branches of engineering, mathematics and financial sci- ences. Variational inequalities have many deep results dealing with nonlinear partial differential equations which play important and fundamental role in general equilibrium theory, economics, managerial sciences and operation research, see [11,12]. Motivated and inspired by the recent research work going in these fields [13-17], we consider the generalized multivalued random variational like inclusions and con- struct its random iterative algorithm. Then we prove the existence and convergence of random solutions of the problem and establish its equivalence with original pro- blem. 2. Preliminaries Let (,) be a measurable space and H a separable real Hilbert space whose inner product and norm are designed by 2 ,= x xx . We denote by B,2 H H and CH , the class of Borel -field in , H the family of all nonempty power subsets of H and the family of all nonempty compact subsets of , H respec- tively. A mapping : x H is said to be measurable if for any BBH, ,txtB H . A mappi ng :TH is called random operator if for any x H , xt,=Ttx Tis measurable. A random operator is said to be continuous if for any , the mapping t ,:Tt H H :2 is continuous. A multivalued mapping H v is said to be measurable if for any 1 B,= :BHvBt vtB . 1012 M. K. AHMAD ET AL. Let ,, :2 H TAE H ,:Gg be the random multivalued mappings and are single valued mappings. H H Let ,:NHHH ,,,: be two random bifunctions. We consider the problem of finding measurable mappings x uvw H such that for all t, , , ,ut Ttxt ,wt Et ,vt Atxt xt and ,,,,,,, ,, , GtwtNtut vttytgtxt gtxtytyt H (1) where and :HR dom =:<.zH z The inequality (1) is called the generalized multivalued random variational-like inclusions (GMRVLI). Let us recall some basic concepts and results. Definition 1. A random operator : g HH is said to be 1) randomly strong monotone if there exists a measurable function :(0,) such that 2 ,,, , and fixed , g txtgtxtxtyttxt yt xt ytHt 2) randomly Lipschitz continuous if there exists a measurable function :(0,) such that ,, (),() and fixed . , g txtgtytt xtyt xt ytHt Definition 2. A random mapping : H HH is called 1) randomly monotone if ,,,0, , and for every fixed , xtyttxtyt xt ytHt (2) 2) randomly strict monotone if equality holds in (2) only when = x tyt a n d for each fixed , t 3) randomly strong monotone if there exists a measurable function :(0,) such that 2 ,,,(), , and each fixed , xt yttxtyttxt yt xt ytHt ) 4) randomly Lipschitz continuous if there exists a measurable function :(0, such that ,, (), , and for each fixed, txtytt xtyt xt ytHt Definition 3. Let : H HH be a random bifunction. A proper functional HR: is said to be -subdifferentiable at a point x tH , for each fixed t , if there exists a point f tH , for every fixed t , such that ,, ,, f ttyt xtytxt yt H (3) where f t is called -subgradient of at x t, for each fixed t . The set of all -subgradient of at x t for each fixed t , denoted by :2 H H , is defined by :,,, =, i , if ft Hfttytxt f x tytxtytHxt xtH H Theorem 1 [18]: Let be a function with dom :HR = . Then for each fixed , , ,, ,, , txtH utTtxtvtAtxt wt Etxt is a solution set of problem (1) if and only if ,dogtxt m and ,,, ,Ntut vtGtwtgtxt . Assumption 1. A random mapping : H HH satisfies the condition ,,,,=0 , and for each fixed . tyt xttxtyt xt ytHt 2 Let : H QH Q be a random multivalued mapping. Then the graph of denoted by Graph is defined as follows: ()Q Graph = ,; ,, for fixed . QxtytHHytQtxt t Definition 4. Let : H HH be a given ran- dom mapping. Then a random multivalued mapping :2 H QH is called randomly -monotone if Copyright © 2011 SciRes. AM M. K. AHMAD ET AL. Copyright © 2011 SciRes. AM 1013 , x tytH and fixed t , ,,,0, ,, , atbttxt yt atQtxt btQtyt . Q is called randomly maximal -monotone if and only if it is randomly -monotone and there is no other randomly -monotone multivalued mapping whose graph strictly contains the graph of . Q Proposition 1. Let : H HH :2 be randomly strict monotone and H QH be randomly -monotone multivalued mappings. If the range of I tQ , =RI tQ H , for measurable mapping :0, , where I is the identity operator, then is randomly maximal Q -monotone. Furthermore, the inverse random operator 1: I tQH H is single value d. Proof. Suppose that is not a randomly maximal Q -monotone, then there exists 00 ,Graph x tat Q such that 00 ,,, 0 ,Graph. at bttxtyt yt btQ (4) By assumption that , there exists =RItQ H aph 11 ,Gr x tatQ such that 110 0 = . x ttatxttat (5) Since (4) is true for all fixed . We have ,t , Graphyt btQ 01 01 ,,, 0at attxtxt . But from (5), we have 01 10 = tatatxtxt and hence, 10 01 1,,, 0. xt xttxt xt t Multiplying by, we have >0t 01 01 ,,, 0xt xttxtxt . Since is randomly strict monotone, we have 01 = x txt for fixed t and hence from (5), we get . So we reach the contradiction that 10 =at at 11 ,Graph x tatQ or 00 ,Graph x tat Q. Therefore is randomly maximal Q -monotone. For the second part, for each fixed 1 , ,,txtytItQzt and zt xtQxt t zt ytQyt t . t We set for each fixed , =zt xt at t and =zt yt bt t . Therefore, for each fixed , =tzt tatx t and = z ttbty t . By randomly -monotonicity of , we have Q 0,,, = ,,, ,, , ,, , ,, ,. ztzttxtyt tatxttbtyttxt yt tatbttxtyt xtyttxt yt xtyttxt yt Since is randomly strict monotone, we have for every fixed t , = x tyt and hence 1 I tQ is a randomly single valued mapping. Remark 1. If : H HH satisfies Assum- ption 1 and :HR , then it is easy to see that the randomly multivalued map :2 H H is randomly -monotone. 3. Random Iterative Algorithm In this section, we use the proximal point technique to suggest a random iterative algorithm for solving the problem (1). For this purpose, we assume that : H HH is randomly strict monotone, satis- fies Assumpti on 1 and such that :HR =RI tH forameasurablefunction :0,. From Prop o si tion 1, we have 1 () =, t J xtItxtxtH andforeachfixed t is a single-valued. Lemma 1. Measurable mappings ,,,: x uvw H are solutions of the problem (1) if and only if for each M. K. AHMAD ET AL. 1014 fixed , ,t , Etx ,,ut Ttxt t ,,vtAtxt wt () , = , (),,, t gtxt JgtxttGtwtNtutvt (6) where is a measurable function, :0, 1 JIt () = t is so-called random proximal mapping and I stands for identity mapping on H , x tH and t. Proof. From the definition of ()t J , it follows that ,,, ,, , g txttGtwtNtut vt gtxtt gtxt for all measurable mapping and hence :0, . ,, ,,Ntut vtGtwtgtxt From the definition of , we have ,,,, ,,,, ytgtxtNtut vtGtwt tyt gtxtytH , H and for each fixed . Thus the measurable mappings are solutions of (1). For finding the approximate solutions of (1), we can apply a successive approximation method to the problem of finding t , ,,,:0xuvw ,, fixed xt Ftxtt where, () , = , ,(), ,, t Ftxtxtgtxt JgtxttGtwtNtutvt for measurable mapping . :0, On the basis of the above observation, we propose the following random iterative algorithm to compute the approximate solutions of (1). Algorithm 1. Assume that ,:NHH ,:Gg H H are two random bifunctions and the random single valued mappings. Let ,, :TAEH CH 0 , ,txtH be the random mappings. For given we take 00 ,ut Ttxt, 00 ,vt Atxt and and let 0 wt E 0 ,txt 10 0 0 () 0 000 = , , ,,, t xtxt gtxt Jgtxtt Gtw tNtutv t t and . :0, Since 00 ,ut TtxtCH 00 ,vt AtxtCH and 00 ,wt EtxtCH there exists 11 ,ut Ttxt, 11 ,vt Atxt and 11 ,wt Etxt such that 010 1 0101 010 1 H, ,, H, ,, H, ,, utu tTtxtTtx t vt vtAtxtAtxt wt wtEtxtEtxt where ,H is a Hausdorff metric on CH. Let, 21 1 1 () 1 111 = , , ,,, t xtxtgtxt Jgtxt t GtwtNtutv t . Again, since 11 ,ut TtxtCH 11 ,vt AtxtCH and 11 ,wt EtxtCH, there exists 22 ,ut Ttxt, 22 ,vt Atxt and 22 ,wt Etxt such that 121 2 1212 1212 H, ,, H, ,, H, ,, u tutTtx tTtxt vt vtAtxtAtxt w twtEtx tEtxt Continuing in this way, we can obtain random se- Copyright © 2011 SciRes. AM M. K. AHMAD ET AL. 1015 quences n x t, , n ut n vt and n wt , as 1 () = , , ,,, nn n ntn nnn xtxt gtxt Jgtxt t Gtw tNtut vt (7) 11 ,, H, ,, nn nnn n ut Ttxt ututTtxt Ttxt 11 ,, H, ,, nn nnnn vt Atxt vt vtAtxtAtxt 11 ,, H, ,, nn nnn n wt Etxt wt wtEtxt Etxt =0,1,2, n. Definition 5. For each a random bifunction is said to be ,,txtytH HH , 2 :NH 1) randomly relaxed Lipschitz continuous with respect to : H TH :(,0] if there exists a measurable function such that 12 2 ,, ,,, Ntu tNtutxtyt txtyt 12 ,,,, andfixed ;u tTtxtutTtytt 2 2) randomly relaxed monotone with respect to : H AH :0,c if there exists a measurable function such that 12 2 ,,,,, Nt vtNt vtxtyt ct xtyt 12 ,,,, andfixed vt Atxtvt Atytt ; 3) randomly Lipschitzian if for any :0,r such that 12 ,,,, Ntu tNtutrtxtyt 12 ,,,, andfixed .utTtxtut Ttytt Lemma 2. Let : H HH : be a randomly strong monotone, and randomly Lipschitz continuous with measurable coefficients and respectively which satisfies Assumption 1. Then 0, ()() , ,, tt J xtJyttxtyt xt ytHt where =t tt and . :0, Proof. From the definition of ()t J , we have 1 () = t J xtItxt and hence () () 1tt x tJ xtJxt t and () () 1 , tt y tJ ytJyt t xt ytH and each fixed t . Since is random -monotone, we have () () () () 1, ,, 0. tt tt x tJ xtytJyt t tJxt Jyt Multiplying by measurable function :0, , we get () () () () , ,, 0 tt tt xtyt Jxt Jyt tJxt Jyt or, () () ()()() () ,, , ,,, tt tt tt xtyttJxt Jyt J xtJ yttJxtJyt (8) Since is rando mly strong monotone, we have ()()() () 2 () () ,, , () . tt tt tt JxtJyt tJxtJyt tJxt Jyt (9) From randomly Lipschitz continuity of , we get () () () () ()() ,, , ,, . tt tt tt xtyttJxt Jyt xtyttJxtJyt txtytJxtJyt (10) :0, Copyright © 2011 SciRes. AM 1016 M. K. AHMAD ET AL. From (8)- ( 10 ), we have ()() , , where =. tt J xtJytt xtyt t xt ytHtt Definition 6. A random multivalued mapping : A HCH :0, is called randomly H-Lipschitz con- tinuous if there exists a measurable function such that H,,, ,, and fixed . , A txtAtytt xtyt xt ytHt Theorem 2. Let : H HH be a randomly strong monotone and randomly Lipschitz continuous with corresponding random coefficients t and and satisfy the Assumption 1. Let t ,, :2 H TAE H be the randomly H-Lipschitz con- tinuous with corresponding random coefficients ,t t and t respectively. Let ,: g GHH be a randomly Lipschitz continuous with random coeffi- cients ,t t NHH respectively and randomly strong monotone with random coefficient. Let t H: be a randomly relaxed Lipschitz continuous with respect to random operator T with random coefficients , randomly relaxed monotone with respect to random operator t A with random coefficient and randomly Lipschitz continuous with respect to first and second arguments with random coefficients ct rt and s t respectively. For each n let and be the mappings such that : nHR : HR == n RI tRI tH for . >0t Assume that for fixed , t 1 ()() = 0, for lim nn tt n J ztJztzt H (11) If 2 22 2 2 22 (1 ) 1 < tctttt tpt ttrttsttttt tctttttptB trttsttttt where, 22 = 11, Btrttstt ttt tpt tpt 2 1 >tt ptB ct ttt >, <1, 1<, >, rtt stttt ptptt ctt (12) 2 =11 2.pttt t Then there exist, for any fixed , t , x tH ,,ut Ttxt ,,vtAtxt ,Etxt om varia- wt an tio satisfying the generalized multivalued rd nal like inclusions (1) and ,t n ut u , n v tvt , n wt wt n x txt in H for fixed t , n, where the random iterative sequences , n ut n vt , n wt and n x t are generated by random iterave Algorithm of. Fr Algoritti 1. Pro om hm 1, we have 1 1 1( ) 1 111 11 () 1 () ,,, ,, ,,, ,, ,, ,, n nnnn n ntn nnn nnn n ntnn n nnt xt tGtwtNtutvtx t gtx tJgtxtt GtwtNtut vt xtx tgtxtgtxt JgtxttGtwt Ntu t v tJg 1n xt () = ,, nn tn xt gtxtJ gtxt 1 111 11 1 1 11 ()1 1 () 11 1 , ,,, ,, ,, , ,,, ,, 1 ,, n nnn nnn n nn n nnn n nn tn ntnnn nn nn txt tGtw tNtu tv t xtx tgtxtgtxt tgtxtgtxttGtwt GtwtNtu t v t NtutvtJ hxt Jhxt txtxt gtx tgtxttx tx 1 11 1 1 () 1()1 ,,, , ,, nnn n nn nn tnt n t tNtutvtN tutvt tt GtwtGtwt J hxtJhxt (13) Copyright © 2011 SciRes. AM M. K. AHMAD ET AL. 1017 where, . Since =, ,,, nn nnn hx tgtx t tGtwtNtutvt g is randomly strong monotone and randomly Lipschitz continuous, we have 2 11 2 1 11 2 1 2 1 2 21 2 21 ,, 2,, , ,, 2 12. nnn n nn nnnn nn nn nn nn nn xtx tgtxtgtx t xt xt 2 1 g tx tgtxtxtxt gtx tgtxt xtx ttxtxt txtxt ttxtxt (14) Since are randomly H-Lipschitz continuous, a ipschitz continuous with respect to first and secoents and ,,TAE randomly L nd argum N g also a rand omly Lip schitz continuous, we have 1 1 -1 1 ,, ()() H, ,, nn nn nn nn GtwtGtwt twt w t tEtx tEtxt ttxtxt , (15) 1 1 ,,, , H nnn n nn NtutvtNtu tvt rt utut (16) -1 1 ,,, , nn nn rt Ttx tTtxt rtt x txt 11 1 -1 1 ,, ,, H, ,, . nn nn nn nn nn Ntutvt Ntutvt st vtvt stAtxtAtxt sttx txt -1 (17) Further, since is randomly relaxed Lipschitz conti- nuous with resprandom operator and randomly relaxed monotth respect to ran operator N ect to one wiT dom , A 2 nn nn nn tctx tx 1 2 11 2 1 11 1 11 1 2 211 22 11 ,,, , 2,, ,,, 2,, ,, , ,,, , 2 nn nnn n nn nn nnnn nn nn nn nnnn xt xtt Ntu t v tNtut vt xt xttNtutvt Ntutvt xt xt tNtutvt Ntu tvtxtxt tN tutvtN tutvt xt xtttxt xt 2 1 22 2 t trttsttxt xt 1 2 22 12 . nn n tc t tt rttsttx txt Combining (13) and (18), we get 1 n (18) we have nn txt x 1 2 2 1 1 () 1()1 2 2 1 1 () 1()1 112 12 12 nn nn nn tnt n nn nn tnt n xtxt tttt tctttrtt ttttxtxt J hxtJhxt pt t tctttrtt s ttttxtxt J hxtJhxt 2 st t t t 1 1 () 1()1 nn tntn t J hxtJhxt (19) where 2 =112pttt t and 2 2 = 12 () . tptt tctttrtt stt tttt Copyright © 2011 SciRes. AM M. K. AHMAD ET AL. Copyright © 2011 SciRes. AM 1018 Now, from (12), we have and for fixed , <1t , t Shanghai, 1991. 1 ()1()1 =0, lim nn tnt n nJ hxtJhxt it follows from (19), that n x t is a Cauchy sequence in H . Since H is coay suppose that mplete, we m n x txt nut H . T Nothat w we prove , ut ,txt ,vtAtxt n vt ,txt. have and wt wt Algorithm 1 n From E , we 11 1 H, ,, nnn n nn utu tTtxtTtx t txt xt 11 1 H, ,, nnnn nn vtvtAtxtAtxt txt xt 11 1 H, ,, , nnnn nn wtwt EtxtEtxt txt xt wquences hich imply that the random se n ut quences in , and are Cauchy random se n vt n wt H . Let n wt ut t. Now we n ut , w n vt vt will show that and ,Ttxt fact, ut, . In vt A xt and ,t ,wt Etxt ,, =inf : for fixed , (), ,, H, , 0 as . nn nn nn dutTtxt utzttzt Ttxt utu tdu tTtxt ututTtx t Ttxt utu tt xtxtn Hence 0, since sequence of mea- surameasurable and therefore ,, =dutTtxt ble map is also ,Ttxt for fixed t ut ed t letes th , similarly we can and f. 4. References [1] A. T. 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