A prediction-correction ADMM for multistage stochastic variational inequalities (Q6086141)
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scientific article; zbMATH DE number 7763161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A prediction-correction ADMM for multistage stochastic variational inequalities |
scientific article; zbMATH DE number 7763161 |
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A prediction-correction ADMM for multistage stochastic variational inequalities (English)
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9 November 2023
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multistage stochastic variational inequality
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monotonicity
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alternating direction method of multiplier
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nonanticipativity
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weak convergence
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