Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization
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Publication:5144794
DOI10.1287/opre.2019.1946zbMath1466.91020arXiv1711.03963OpenAlexW3082629431MaRDI QIDQ5144794
Publication date: 19 January 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.03963
stochastic approximationpotential gamesstochastic Nash equilibrium problemsstochastic nonconvex optimization
Noncooperative games (91A10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15) Stochastic approximation (62L20) Stochastic games, stochastic differential games (91A15) Potential and congestion games (91A14)
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