Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

DOI10.1109/TAC.2012.2215413zbMath1369.49012OpenAlexW2008796819WikidataQ105584780 ScholiaQ105584780MaRDI QIDQ5353137

Angelia Nedić, Uday V. Shanbhag, Jayash Koshal

Publication date: 8 September 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2012.2215413

Mathematics Subject Classification ID

Variational inequalities (49J40) Stochastic programming (90C15) Numerical methods for variational inequalities and related problems (65K15)

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