Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
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Publication:6191973
DOI10.1007/s11590-023-02079-5arXiv2304.07688MaRDI QIDQ6191973
Afrooz Jalilzadeh, Zeinab Alizadeh, Farzad Yousefian
Publication date: 11 March 2024
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.07688
constrained optimizationstochastic approximationLagrangian dual methodgeneralized Nash gamesstochastic Nash game
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