Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games (Q6191973)

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scientific article; zbMATH DE number 7814891
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Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
scientific article; zbMATH DE number 7814891

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    Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games (English)
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    11 March 2024
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    stochastic Nash game
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    generalized Nash games
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    constrained optimization
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    stochastic approximation
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    Lagrangian dual method
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