A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities.
Farzad YousefianAngelia NedicUday V. ShanbhagPublished in: WSC (2011)
Keyphrases
- stochastic approximation
- variational inequalities
- monte carlo
- sensitivity analysis
- complementarity problems
- nonlinear complementarity problem
- set valued
- primal dual
- convex sets
- least squares
- reinforcement learning
- temporal difference learning
- fixed point
- policy iteration
- upper bound
- cooperative
- boundary conditions
- convex optimization