On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes
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Publication:2832894
DOI10.1137/140955495zbMath1356.90097arXiv1402.1457OpenAlexW2963333308MaRDI QIDQ2832894
Publication date: 15 November 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.1457
Noncooperative games (91A10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Technical Note—Dynamic Data-Driven Estimation of Nonparametric Choice Models ⋮ Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces ⋮ Algorithms for stochastic optimization with function or expectation constraints ⋮ Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models ⋮ Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference ⋮ Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization ⋮ Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications ⋮ Exploiting problem structure in optimization under uncertainty via online convex optimization ⋮ On the resolution of misspecified convex optimization and monotone variational inequality problems
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