A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application
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Publication:2157808
stochastic approximationmonotone variational inequalitystochastic variational inequalitysubgradient extragradient method
Nonlinear ergodic theorems (47H25) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15) Probabilistic metric spaces (54E70)
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Cites work
- scientific article; zbMATH DE number 3449561 (Why is no real title available?)
- scientific article; zbMATH DE number 7347508 (Why is no real title available?)
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Cited in
(4)- Modified extragradient stochastic approximation algorithms for solving stochastic variational inequality problems
- An accelerated stochastic extragradient-like algorithm with new stepsize rules for stochastic variational inequalities
- Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
- Proximal point algorithms with inertial extrapolation for quasi-convex pseudo-monotone equilibrium problems
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