Stochastic projection gradient algorithm for stochastic variational inequalities

DOI10.3969/J.ISSN.1001-8395.2018.03.003MaRDI QIDQ4688819zbMATH OpenFDO

Authors Can Yang, Fuquan Xia

Publication date 22 October 2018

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-8395.2018.03.003

zbMATH Keywords

global convergenceprojection algorithmpseudo-monotone mappingstochastic variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Discrete approximations in optimal control (49M25) Numerical methods for variational inequalities and related problems (65K15)

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(17)

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