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On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes - MaRDI portal

On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes (Q1711086)

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scientific article; zbMATH DE number 7002699
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English
On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
scientific article; zbMATH DE number 7002699

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    On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes (English)
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    16 January 2019
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    stochastic variational inequalities
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    Nash games
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    randomized block coordinate methods
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    stochastic mirror-prox methods
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    stochastic approximation methods
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