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A method of finding a stochastic saddle point - MaRDI portal

A method of finding a stochastic saddle point (Q3481492)

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A method of finding a stochastic saddle point
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    A method of finding a stochastic saddle point (English)
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    1989
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    regularization
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    stochastic saddle point
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    numerical search
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    convex-concave objective function
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    probability constraints
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    stochastic quasi-gradients
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    integral penalty functions method
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    Convergence theorems
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