Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

DOI10.1109/TAC.2008.925853zbMath1367.90072OpenAlexW2124181538WikidataQ105584777 ScholiaQ105584777MaRDI QIDQ4974264

Huifu Xu, Houyuan Jiang

Publication date: 8 August 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2008.925853

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Variational inequalities (49J40) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical solutions to stochastic differential and integral equations (65C30)

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