A self-adaptive stochastic subgradient extragradient algorithm for the stochastic pseudomonotone variational inequality problem with application
DOI10.1007/s00033-022-01730-yzbMath1495.49018OpenAlexW4285091198MaRDI QIDQ2157808
Hongyuan Tao, Yeol Je Cho, Rongguang Lin, Sheng-Hua Wang
Publication date: 22 July 2022
Published in: ZAMP. Zeitschrift für angewandte Mathematik und Physik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00033-022-01730-y
stochastic approximationmonotone variational inequalitystochastic variational inequalitysubgradient extragradient method
Variational inequalities (49J40) Discrete approximations in optimal control (49M25) Existence of optimal solutions to problems involving randomness (49J55) Probabilistic metric spaces (54E70) Numerical methods for variational inequalities and related problems (65K15) Nonlinear ergodic theorems (47H25)
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