On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
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Publication:1680973
DOI10.1007/s10107-017-1175-yzbMath1457.90102arXiv1411.0209OpenAlexW1822292100WikidataQ105583485 ScholiaQ105583485MaRDI QIDQ1680973
Farzad Yousefian, Angelia Nedić, Uday V. Shanbhag
Publication date: 17 November 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.0209
Variational inequalities (49J40) Stochastic programming (90C15) Applications of game theory (91A80) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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