Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
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Publication:3387930
DOI10.1287/moor.2019.1037zbMath1460.62136arXiv1611.05961MaRDI QIDQ3387930
Vinayaka G. Yaji, Shalabh Bhatnagar
Publication date: 8 January 2021
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.05961
set-valued maps; differential inclusions; stochastic approximation; constrained convex optimization; iterate-dependent Markov noise
49J40: Variational inequalities
90C15: Stochastic programming
62L20: Stochastic approximation
60K37: Processes in random environments
65K15: Numerical methods for variational inequalities and related problems
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