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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2018
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| 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 |