Algorithmes stochastiques de r�solution d'�quations et d'in�quations variationnelles

DOI10.1007/BF00534962zbMath0305.49040OpenAlexW2912891481WikidataQ105583370 ScholiaQ105583370MaRDI QIDQ4061571

Jean-Baptiste Hiriart-Urruty

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534962

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Methods involving semicontinuity and convergence; relaxation (49J45) Hilbert spaces of continuous, differentiable or analytic functions (46E20) Methods of successive quadratic programming type (90C55) Stochastic analysis (60H99) Game theory (91Axx)

Related Items (5)

On the use of stochastic approximation in recursive estimation ⋮ Unnamed Item ⋮ Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities ⋮ A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations ⋮ A stochastic gradient type algorithm for closed-loop problems

Cites Work

• Transformation of observations in stochastic approximation
• Measurable dependence of convex sets and functions on parameters
• Multidimensional Stochastic Approximation Methods
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Algorithmes stochastiques de r�solution d'�quations et d'in�quations variationnelles