Stochastic programming with primal-dual dynamics: a mean-field game approach
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Publication:6043117
DOI10.1007/s11590-022-01910-9zbMath1518.91014arXiv2009.04766OpenAlexW3084018476WikidataQ114222144 ScholiaQ114222144MaRDI QIDQ6043117
Hamidou Tembine, Stefanny Ramirez, Dario Bauso, Casper T. Röling
Publication date: 4 May 2023
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.04766
Nonlinear programming (90C30) Stochastic programming (90C15) Applications of game theory (91A80) Mean field games (aspects of game theory) (91A16)
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