Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

DOI10.1109/TAC.2008.925853MaRDI QIDQ4974264zbMATH OpenOpenAlexWikidataFDO

Authors Houyuan Jiang, Huifu Xu

Publication date 8 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2008.925853

Mathematics Subject Classification ID

Variational inequalities (49J40) Inequalities; stochastic orderings (60E15) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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