A Projection-Based Algorithm for Solving Stochastic Inverse Variational Inequality Problems
From MaRDI portal
Publication:6436503
Abstract: We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a variance-reduced projection-based gradient method. Our proposed method ensures an almost sure convergence of the generated iterates to the solution, and we establish a convergence rate guarantee. To verify our results, we apply the proposed algorithm to a network equilibrium control problem.
This page was built for publication: A Projection-Based Algorithm for Solving Stochastic Inverse Variational Inequality Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6436503)
