Stochastic Mirror Descent Dynamics and Their Convergence in Monotone Variational Inequalities

We examine a class of stochastic mirror descent dynamics in the context of monotone variational inequalities (including Nash equilibrium and saddle-point problems). The dynamics under study are formulated as a stochastic differential equation, driven by a (single-valued) monotone operator and pertur...

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Detalles Bibliográficos
Autores principales: Mertikopoulos, Panayotis, Staudigl, Mathias
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6208661/
https://www.ncbi.nlm.nih.gov/pubmed/30416208
http://dx.doi.org/10.1007/s10957-018-1346-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6208661/
https://www.ncbi.nlm.nih.gov/pubmed/30416208
http://dx.doi.org/10.1007/s10957-018-1346-x

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