Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games

DOI10.1109/TAC.2015.2478124zbMath1359.91010WikidataQ105584776 ScholiaQ105584776MaRDI QIDQ2980480

Uday V. Shanbhag, Angelia Nedić, Farzad Yousefian

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

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