Stochastic approximation approaches to the stochastic variational inequality problem

IEEE Transactions on Automatic Control

Volumn 53, Issue 6, 2008, Pages 1462-1475

  Jiang, Houyuan ^a   Xu, Huifu ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Projection method; Simulation; Stochastic approximation; Stochastic complementarity problems; Stochastic variational inequalities

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; POLYNOMIAL APPROXIMATION; STOCHASTIC CONTROL SYSTEMS; VARIATIONAL TECHNIQUES;

PROJECTION METHOD; SIMULATION; STOCHASTIC APPROXIMATION; STOCHASTIC COMPLEMENTARITY PROBLEMS; STOCHASTIC VARIATIONAL INEQUALITIES;

PROBLEM SOLVING;

EID: 51449092038     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.925853     Document Type: Article

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