Incremental constraint projection methods for monotone stochastic variational inequalities
Alfredo N. Iusem, Alejandro Jofré, Philip Thompson
| Year of publication: |
2019
|
|---|---|
| Authors: | Iusem, Alfredo N. ; Jofré, Alejandro ; Thompson, Philip |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 1, p. 236-263
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| Subject: | stochastic variational inequalities | projection method | stochastic approximation | incremental methods | randomized algorithms | weak sharpness | Tykhonov regularization | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2017.0922 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012001093