Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems
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Publication:5072591
DOI10.1137/20M1340071zbMath1487.91003arXiv1811.11246MaRDI QIDQ5072591
Publication date: 29 April 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.11246
Numerical mathematical programming methods (65K05) Noncooperative games (91A10) Nonlinear programming (90C30) Stochastic programming (90C15) Methods of quasi-Newton type (90C53) Stochastic games, stochastic differential games (91A15) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Probabilistic methods, stochastic differential equations (65C99)
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