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A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games - MaRDI portal

A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games (Q2682362)

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scientific article; zbMATH DE number 7647758
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English
A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
scientific article; zbMATH DE number 7647758

    Statements

    A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games (English)
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    31 January 2023
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    constrained convex optimization
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    constrained LASSO
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    monotone operator theory
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    partial inverse method
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    primal-dual splitting
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    stochastic arc capacity expansion
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    mean field games
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